# # Written by: # -- # John L. Weatherwax 2009-04-21 # # email: wax@alum.mit.edu # # Please send comments and especially bug reports to the # above email address. # #----- source('IMA_minimization.R') deltaL = 0.1 lambda1m = seq(0,1.4,by=deltaL) lambda0 = seq(0.3,1.5,by=deltaL) lambda1 = seq(0,1.4,by=deltaL) z_t = scan("../../Data/series_a.dat",strip.white=T) w_t = diff(z_t,differences=2) res = IMA_minimization(w_t)[[1]] print(sprintf("Series A: GLOBAL MIN: lambda1m = %10.6f lambda0 = %10.6f; lambda1 = %10.6f; S= %10.6f",res[[1]],res[[2]],res[[3]],res[[4]])) z_t = scan("../../Data/series_c.dat",strip.white=T) w_t = diff(z_t,differences=2) res = IMA_minimization(w_t)[[1]] print(sprintf("Series C: GLOBAL MIN: lambda1m = %10.6f lambda0 = %10.6f; lambda1 = %10.6f; S= %10.6f",res[[1]],res[[2]],res[[3]],res[[4]])) z_t = scan("../../Data/series_d.dat",strip.white=T) w_t = diff(z_t,differences=2) res = IMA_minimization(w_t)[[1]] print(sprintf("Series D: GLOBAL MIN: lambda1m = %10.6f lambda0 = %10.6f; lambda1 = %10.6f; S= %10.6f",res[[1]],res[[2]],res[[3]],res[[4]]))