/* Copyright (C) 1997-2000 Adrian Trapletti This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; if not, write to the Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA efficient computation of the sums involved in the Phillips-Perron tests */ void R_pp_sum (double* u, int* n, int* l, double* sum) { int i, j; double tmp1, tmp2; tmp1 = 0.0; for (i=1; i<=(*l); i++) { tmp2 = 0.0; for (j=i; j<(*n); j++) { tmp2 += u[j]*u[j-i]; } tmp2 *= 1.0-((double)i/((double)(*l)+1.0)); tmp1 += tmp2; } tmp1 /= (double)(*n); tmp1 *= 2.0; (*sum) += tmp1; }

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