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rm leading lagged NA/NaN for surd ts defination
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src/SURD.cpp

Lines changed: 14 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -189,6 +189,20 @@ Rcpp::List RcppSURD(const Rcpp::NumericMatrix& mat,
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);
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}
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// Remove leading lagged NA (time series only)
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if (nb.isNull() && nrows.isNull())
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{
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size_t lag_abs = static_cast<size_t>(std::abs(lag));
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if (lag_abs > 0 && lag_abs < n_obs)
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{
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for (auto& vec : pm)
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{
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vec.erase(vec.begin(), vec.begin() + lag_abs);
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}
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}
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}
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infoxtr::surd::SURDRes res = infoxtr::surd::surd(
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pm,
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static_cast<size_t>(std::abs(max_order)),

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