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/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/src/
H A DcomomentsEstimators.c215 double *rCM2vec = REAL(CM2vec); in CM2_1F() local
216 rCM2vec[0] = 0.0; in CM2_1F()
227 rCM2vec[0] += (m22[iiP + ii] - m11[iiP + ii] * m11[iiP + ii]) / N; in CM2_1F()
243 rCM2vec[0] += 2.0 * (covXf[jj] * temp_i0 / fvar + covXf[ii] * temp_j0 / fvar - in CM2_1F()
280 double *rCM2vec = REAL(CM2vec); in CM2_CC() local
281 rCM2vec[0] = 0.0; in CM2_CC()
292 rCM2vec[0] += (m22[iiP + ii] - m11[iiP + ii] * m11[iiP + ii]) / N; in CM2_CC()
305 rCM2vec[0] += rcoef * (sqrt(m11[jjP + jj] / m11[iiP + ii]) * temp_ii + in CM2_CC()