From e9e943c04fccfd914fc965888167ace1cbd4a069 Mon Sep 17 00:00:00 2001
From: kagalenko-m-b <Michael.Kagalenko@gmail.com>
Date: Sun, 29 May 2022 17:32:40 +0300
Subject: [PATCH] Remove unneeded stuff from tests

---
 src/signalcorr.jl  |  4 ++--
 test/rcall_test.jl | 29 -----------------------------
 test/signalcorr.jl | 28 ++++++++++------------------
 3 files changed, 12 insertions(+), 49 deletions(-)
 delete mode 100644 test/rcall_test.jl

diff --git a/src/signalcorr.jl b/src/signalcorr.jl
index 717d8bbee..f31d85ae2 100644
--- a/src/signalcorr.jl
+++ b/src/signalcorr.jl
@@ -302,7 +302,7 @@ function crosscov!(r::AbstractMatrix, x::AbstractVector, y::AbstractMatrix, lags
     return r
 end
 
-function crosscov!(r::AbstractArray{<:Any}, x::AbstractMatrix, y::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true)
+function crosscov!(r::AbstractArray{<:Any,3}, x::AbstractMatrix, y::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true)
     lx = size(x, 1)
     nx = size(x, 2)
     ny = size(y, 2)
@@ -458,7 +458,7 @@ function crosscor!(r::AbstractMatrix, x::AbstractVector, y::AbstractMatrix, lags
     return r
 end
 
-function crosscor!(r::AbstractArray{<:Any}, x::AbstractMatrix, y::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true)
+function crosscor!(r::AbstractArray{<:Any,3}, x::AbstractMatrix, y::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true)
     lx = size(x, 1)
     nx = size(x, 2)
     ny = size(y, 2)
diff --git a/test/rcall_test.jl b/test/rcall_test.jl
deleted file mode 100644
index efa0c1bfb..000000000
--- a/test/rcall_test.jl
+++ /dev/null
@@ -1,29 +0,0 @@
-using RCall
-
-_r_ccf(x, y, lm) = rcopy(rcall(:ccf, x, y, plot=false, lag=lm, type="covariance"))[:acf]
-_r_acf(x, lm) = rcopy(rcall(:acf, x, plot=false, lag=lm, type="covariance"))[:acf]
-_r_pacf(x, lm) = rcopy(rcall(:acf, x, plot=false, lag=lm))[:acf]
-
-function _ccf(is_auto::Bool, x::AbstractVector{<:Real}...)
-    lx = size(x[1], 1)
-    lag_max =  min(lx - 1, round(Int, 10*log10(lx)))
-    cor = reverse(dropdims(_r_ccf(x[1], x[end], lag_max), dims = (2, 3)))
-    is_auto ? cor[lx:end] : cor
-end
-
-r_autocov(x::AbstractVector) = r_crosscov(x, x, true)
-
-function r_crosscov(x::AbstractVector, y::AbstractVector, is_auto=false)
-    cv(x,y) = _ccf(is_auto, x, y)
-    cc_re = cv(real.(x), real.(y)) + cv(imag.(x), imag.(y))
-    cc_im = cv(real.(x), imag.(y)) - cv(imag.(x), real.(y))
-    cc_re + im*cc_im
-end
-
-r_autocor(x::AbstractVector) = r_crosscor(x, x, true)
-
-function r_crosscor(x::AbstractVector, y::AbstractVector, is_auto=false)
-    cc = r_crosscov(x, y, is_auto)
-    sc(z) = _r_ccf(real.(z), real.(z), 0) + _r_ccf(imag.(z), imag.(z), 0)
-    cc/sqrt(sc(x)*sc(y))
-end
diff --git a/test/signalcorr.jl b/test/signalcorr.jl
index 978b2e7f1..f251f612c 100644
--- a/test/signalcorr.jl
+++ b/test/signalcorr.jl
@@ -129,25 +129,17 @@ pacf_ls = [-1.598495044296996e-03 - 2.915104118351207e-01im
 
 @test pacf(x1, 1:4) ≈ pacf_ls[1:4]
 
-## pacf Yule-Walker
-
-function yulewalker_qr(v::AbstractVector)
-    A = toeplitz(v)
-    b = v[2:end]
-    x = -A\b
-end
-function toeplitz(v::AbstractVector{T}) where T
-    N = length(v)
-    A = zeros(T, N - 1, N - 1)
-    for n in 1:N-1
-        A[n, n+1:end] = conj(v[2:N-n])
-        A[n, 1:n] = reverse(v[1:n])
-    end
-    return A
-end
-# durbin solver 
+## PACF Durbin solver
+p_qr = [ 0.007061066965510003 + 0.2467057077053922im
+         0.3390065585042673 - 0.19328284216710082im
+         0.17336154780689775 - 0.026816622064955047im
+         0.17103798323175215 - 0.16022674917138569im
+         -0.10466472359738815 - 0.1320218198465664im
+         0.0486999464280363 - 0.10069213696609468im
+         0.056254003938430636 - 0.09745957137815701im
+         -0.07247287124498031 + 0.05734525689737796im
+         0.10967412213230482 - 0.05581001671362978im]
 acf = autocor(x1)
-p_qr = [yulewalker_qr(acf[1:n])[n-1] for n in 2:length(acf)]
 y = similar(acf[2:end])
 pd = similar(acf[2:end])
 StatsBase.durbin!(acf[2:end], y, pd)