## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## -----------------------------------------------------------------------------
library(acfMPeriod)

pm10_candidates <- c(
  system.file("extdata", "pm10data.csv", package = "acfMPeriod"),
  file.path("inst", "extdata", "pm10data.csv"),
  file.path("..", "inst", "extdata", "pm10data.csv")
)
pm10_candidates <- pm10_candidates[nzchar(pm10_candidates)]
pm10_path <- pm10_candidates[file.exists(pm10_candidates)][1]
stopifnot(length(pm10_path) == 1L, nzchar(pm10_path))

pm10 <- as.matrix(read.csv(pm10_path, check.names = FALSE))

uni_stations <- c("Laranjeiras", "Cariacica")
multi_stations <- c("Laranjeiras", "Cariacica", "Carapina", "Camburi")
x_multi <- pm10[, multi_stations, drop = FALSE]

lag_max <- 12L
# PerACF/MPerACF return lags 0:(lag.max - 1), so lag.max + 1 includes lag 12.
lag_max_reg <- lag_max + 1L

dim(pm10)
colnames(pm10)
head(pm10, 3)
summary(pm10[, uni_stations, drop = FALSE])

## -----------------------------------------------------------------------------
lag_values <- function(obj, i = 1, j = 1, max_lag = 12) {
  lag_vec <- as.numeric(obj$lag[, i, j])
  keep <- lag_vec <= max_lag
  data.frame(
    lag = lag_vec[keep],
    value = as.numeric(obj$acf[keep, i, j])
  )
}

compare_three <- function(reg_standard, reg_robust, stats_standard, i = 1, j = 1, max_lag = 12) {
  x_std <- lag_values(reg_standard, i = i, j = j, max_lag = max_lag)
  x_rob <- lag_values(reg_robust, i = i, j = j, max_lag = max_lag)
  x_sta <- lag_values(stats_standard, i = i, j = j, max_lag = max_lag)
  out <- data.frame(
    lag = x_std$lag,
    reg_standard = x_std$value,
    reg_robust = x_rob$value,
    stats_standard = x_sta$value
  )
  out$diff_reg_stats <- out$reg_standard - out$stats_standard
  out$diff_rob_reg <- out$reg_robust - out$reg_standard
  out$diff_rob_stats <- out$reg_robust - out$stats_standard
  out
}

pair_indices <- rbind(
  cbind(seq_along(multi_stations), seq_along(multi_stations)),
  t(utils::combn(seq_along(multi_stations), 2))
)
pair_labels <- apply(pair_indices, 1, function(idx) {
  paste(multi_stations[idx[1]], "vs", multi_stations[idx[2]])
})

## ----fig.width = 12, fig.height = 9-------------------------------------------
op <- par(mfrow = c(4, 2), mar = c(3, 3, 2, 1))
for (st in colnames(pm10)) {
  plot(pm10[, st], type = "l", xlab = "Time index", ylab = "PM10", main = st, col = "#1B6CA8")
}
par(op)

## -----------------------------------------------------------------------------
rob_cor_lag0 <- CovCorMPer(x_multi, type = "correlation")
rob_cov_lag0 <- CovCorMPer(x_multi, type = "covariance")

round(rob_cor_lag0, 4)
round(rob_cov_lag0, 4)

## -----------------------------------------------------------------------------
rob_uni_acf <- setNames(
  lapply(uni_stations, function(st) {
    MPerACF(pm10[, st], lag.max = lag_max_reg, type = "correlation", plot = FALSE)
  }),
  uni_stations
)
rob_uni_acovf <- setNames(
  lapply(uni_stations, function(st) {
    MPerACF(pm10[, st], lag.max = lag_max_reg, type = "covariance", plot = FALSE)
  }),
  uni_stations
)

rob_multi_acf <- MPerACF(x_multi, lag.max = lag_max_reg, type = "correlation", plot = FALSE)
rob_multi_acovf <- MPerACF(x_multi, lag.max = lag_max_reg, type = "covariance", plot = FALSE)

c(
  total_observations = nrow(pm10),
  laranjeiras_n_used = rob_uni_acf[["Laranjeiras"]]$n.used,
  cariacica_n_used = rob_uni_acf[["Cariacica"]]$n.used,
  multivariate_n_used = rob_multi_acf$n.used
)

## -----------------------------------------------------------------------------
rob_uni_acf_values <- setNames(
  lapply(uni_stations, function(st) {
    round(lag_values(rob_uni_acf[[st]], max_lag = lag_max), 4)
  }),
  uni_stations
)
rob_uni_acovf_values <- setNames(
  lapply(uni_stations, function(st) {
    round(lag_values(rob_uni_acovf[[st]], max_lag = lag_max), 4)
  }),
  uni_stations
)

rob_uni_acf_values
rob_uni_acovf_values

## -----------------------------------------------------------------------------
rob_multi_acf_values <- setNames(
  lapply(seq_len(nrow(pair_indices)), function(k) {
    i <- pair_indices[k, 1]
    j <- pair_indices[k, 2]
    round(lag_values(rob_multi_acf, i = i, j = j, max_lag = lag_max), 4)
  }),
  pair_labels
)
rob_multi_acovf_values <- setNames(
  lapply(seq_len(nrow(pair_indices)), function(k) {
    i <- pair_indices[k, 1]
    j <- pair_indices[k, 2]
    round(lag_values(rob_multi_acovf, i = i, j = j, max_lag = lag_max), 4)
  }),
  pair_labels
)

rob_multi_acf_values
rob_multi_acovf_values

## -----------------------------------------------------------------------------
std_uni_acf <- setNames(
  lapply(uni_stations, function(st) {
    PerACF(pm10[, st], lag.max = lag_max_reg, type = "correlation", plot = FALSE)
  }),
  uni_stations
)
std_uni_acovf <- setNames(
  lapply(uni_stations, function(st) {
    PerACF(pm10[, st], lag.max = lag_max_reg, type = "covariance", plot = FALSE)
  }),
  uni_stations
)
stats_uni_acf <- setNames(
  lapply(uni_stations, function(st) {
    stats::acf(pm10[, st], lag.max = lag_max, type = "correlation", plot = FALSE, demean = TRUE)
  }),
  uni_stations
)
stats_uni_acovf <- setNames(
  lapply(uni_stations, function(st) {
    stats::acf(pm10[, st], lag.max = lag_max, type = "covariance", plot = FALSE, demean = TRUE)
  }),
  uni_stations
)

std_multi_acf <- PerACF(x_multi, lag.max = lag_max_reg, type = "correlation", plot = FALSE)
std_multi_acovf <- PerACF(x_multi, lag.max = lag_max_reg, type = "covariance", plot = FALSE)
stats_multi_acf <- stats::acf(x_multi, lag.max = lag_max, type = "correlation", plot = FALSE, demean = TRUE)
stats_multi_acovf <- stats::acf(x_multi, lag.max = lag_max, type = "covariance", plot = FALSE, demean = TRUE)

## -----------------------------------------------------------------------------
uni_compare_acf <- setNames(
  lapply(uni_stations, function(st) {
    round(compare_three(
      reg_standard = std_uni_acf[[st]],
      reg_robust = rob_uni_acf[[st]],
      stats_standard = stats_uni_acf[[st]],
      max_lag = lag_max
    ), 4)
  }),
  uni_stations
)
uni_compare_acovf <- setNames(
  lapply(uni_stations, function(st) {
    round(compare_three(
      reg_standard = std_uni_acovf[[st]],
      reg_robust = rob_uni_acovf[[st]],
      stats_standard = stats_uni_acovf[[st]],
      max_lag = lag_max
    ), 4)
  }),
  uni_stations
)

uni_compare_acf
uni_compare_acovf

## -----------------------------------------------------------------------------
multi_compare_acf <- setNames(
  lapply(seq_len(nrow(pair_indices)), function(k) {
    i <- pair_indices[k, 1]
    j <- pair_indices[k, 2]
    round(compare_three(
      reg_standard = std_multi_acf,
      reg_robust = rob_multi_acf,
      stats_standard = stats_multi_acf,
      i = i,
      j = j,
      max_lag = lag_max
    ), 4)
  }),
  pair_labels
)
multi_compare_acovf <- setNames(
  lapply(seq_len(nrow(pair_indices)), function(k) {
    i <- pair_indices[k, 1]
    j <- pair_indices[k, 2]
    round(compare_three(
      reg_standard = std_multi_acovf,
      reg_robust = rob_multi_acovf,
      stats_standard = stats_multi_acovf,
      i = i,
      j = j,
      max_lag = lag_max
    ), 4)
  }),
  pair_labels
)

multi_compare_acf
multi_compare_acovf

## -----------------------------------------------------------------------------
lag0_cor_standard <- CovCorPer(x_multi, type = "correlation")
lag0_cor_robust <- CovCorMPer(x_multi, type = "correlation")
lag0_cor_stats <- stats_multi_acf$acf[1, , ]

lag0_cov_standard <- CovCorPer(x_multi, type = "covariance")
lag0_cov_robust <- CovCorMPer(x_multi, type = "covariance")
lag0_cov_stats <- stats_multi_acovf$acf[1, , ]

round(lag0_cor_standard, 4)
round(lag0_cor_robust, 4)
round(lag0_cor_stats, 4)
round(lag0_cor_standard - lag0_cor_stats, 4)
round(lag0_cor_robust - lag0_cor_standard, 4)

round(lag0_cov_standard, 4)
round(lag0_cov_robust, 4)
round(lag0_cov_stats, 4)
round(lag0_cov_standard - lag0_cov_stats, 4)
round(lag0_cov_robust - lag0_cov_standard, 4)

