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Fix acf and acvf default handling in PDL::Stats::TS #35

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Fix acf and acvf default handling in PDL::Stats::TS #35

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4 changes: 2 additions & 2 deletions lib/PDL/Stats/TS.pd
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Original file line number Diff line number Diff line change
Expand Up @@ -78,7 +78,7 @@ loop (h) %{
PMCode => pp_line_numbers(__LINE__, <<'EOF'),
sub PDL::acf {
my ($self, $h) = @_;
$h ||= $self->dim(0) - 1;
$h //= $self->dim(0) - 1;
PDL::_acf_int($self, my $r = PDL->null, $h+1);
$r;
}
Expand Down Expand Up @@ -133,7 +133,7 @@ loop (h) %{
PMCode => pp_line_numbers(__LINE__, <<'EOF'),
sub PDL::acvf {
my ($self, $h) = @_;
$h ||= $self->dim(0) - 1;
$h //= $self->dim(0) - 1;
PDL::_acvf_int($self, my $v = PDL->null, $h+1);
$v;
}
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2 changes: 2 additions & 0 deletions t/ts.t
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Expand Up @@ -12,6 +12,8 @@ use Test::PDL;
is_pdl $a->filter_ma(2), pdl( '.6 1.2 2 3 4 5 6 7 7.8 8.4'), "filter moving average on $a";
is_pdl $a->filter_exp(.8), pdl('0 0.8 1.76 2.752 3.7504 4.75008 5.750016 6.7500032 7.7500006 8.7500001'), "filter with exponential smoothing on $a";
is_pdl $a->acf(5)->portmanteau($a->nelem), pdl( 11.1753902662994 ), "portmanteau significance test on $a";
is_pdl $a->acvf(5) / $a->acvf(0), $a->acf(5), "calculate autocorrelation from autocovariance on $a";
is_pdl $a->acf(0), pdl('1'), "first value of the autocorrelation function is always 1";
my $b = pdl '1 2 3 4 5 6 7 9 9 10';
is_pdl $b->mape($a), pdl( 0.302619047619048 ), "mean absolute percent error between $a and $b";
is_pdl $b->mae($a), pdl( 1.1 ), "mean absolute error between $a and $b";
Expand Down