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Fix acf and acvf default handling #36

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Merged
mohawk2 merged 1 commit into from
May 13, 2026
Merged

Fix acf and acvf default handling #36

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26 changes: 6 additions & 20 deletions lib/PDL/Stats/TS.pd
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Original file line number Diff line number Diff line change
Expand Up @@ -48,8 +48,9 @@ pp_addhdr('
);

pp_def('acf',
Pars => 'x(t); [o]r(h)',
OtherPars => 'IV lag=>h',
Pars => 'x(t); [o]r(h=CALC($COMP(lag) < 0 ? $SIZE(t) : $COMP(lag) + 1))',
OtherPars => 'IV lag',
OtherParsDefaults => { lag => -1 },
GenericTypes => $F,
Code => '
$GENERIC(x) s, s2, m, cov0, covh;
Expand All @@ -75,14 +76,6 @@ loop (h) %{
}
%}
',
PMCode => pp_line_numbers(__LINE__, <<'EOF'),
sub PDL::acf {
my ($self, $h) = @_;
$h ||= $self->dim(0) - 1;
PDL::_acf_int($self, my $r = PDL->null, $h+1);
$r;
}
EOF
Doc => <<'EOD',
=for ref

Expand All @@ -104,8 +97,9 @@ EOD
);

pp_def('acvf',
Pars => 'x(t); [o]v(h)',
OtherPars => 'IV lag=>h;',
Pars => 'x(t); [o]v(h=CALC($COMP(lag) < 0 ? $SIZE(t) : $COMP(lag) + 1))',
OtherPars => 'IV lag',
OtherParsDefaults => { lag => -1 },
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GenericTypes => $F,
Code => '
$GENERIC(x) s, s2, m, covh;
Expand All @@ -130,14 +124,6 @@ loop (h) %{
}
%}
',
PMCode => pp_line_numbers(__LINE__, <<'EOF'),
sub PDL::acvf {
my ($self, $h) = @_;
$h ||= $self->dim(0) - 1;
PDL::_acvf_int($self, my $v = PDL->null, $h+1);
$v;
}
EOF
Doc => <<'EOD',
=for ref

Expand Down
21 changes: 21 additions & 0 deletions t/ts.t
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Original file line number Diff line number Diff line change
Expand Up @@ -58,4 +58,25 @@ use Test::PDL;
is_pdl $ms, $ans_ms, 'season_m ms';
}

subtest 'acf and acvf with lags' => sub {
my $a = sequence 10;
my $m = sequence 10,2;
my $acvf = pdl '[82.5 57.75 34 12.25 -6.5 -21.25 -31 -34.75 -31.5 -20.25]';
my $acf = $acvf / $acvf->at(0);

is_pdl $a->acvf(), $acvf, "calculate autocovariance with no arguments on $a";

is_pdl $a->acvf(4), $acvf->slice('0:4'), "calculate autocovariance with 4 lags on $a";
is_pdl $a->acvf(0), $acvf->slice('0:0'), "calculate autocovariance with 0 lag on $a";
is_pdl $a->acvf(5) / $a->acvf(0), $a->acf(5), "calculate autocorrelation from autocovariance on $a";
is_pdl $a->acvf(14), $acvf->append([0,0,0,0,0]), "autocovariance called with more lags than values";

is_pdl $a->acf(), $acf, "calculate autocorrelation with no arguments on $a";
is_pdl $a->acf(0), pdl('[1]'), 'first value of the autocorrelation function is always 1';
is_pdl $a->acf(5), $acf->slice('0:5'), 'autocorrelation function with 5 lags';

# autocorrelation on higher order pdls is a collection of 1D arrays
is_pdl $m->acvf(4), $acvf->slice('0:4')->dummy(1,2), "acvf is the same for both rows of sequence(10,2)";
};

done_testing;
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