rsfunc.lo <- function(data, maxlag = 100) { n <- length(data) q <- cumsum(data) q1 <- q - (1:n)/n * q[n] q2 <- max(q1, 0) q3 <- min(q1, 0) r <- q2 - q3 s <- sqrt(var(data) + 2 * sum(acf(data, lag.max = maxlag, type = "covariance", plot = F)$acf[2:(maxlag + 1)] * (1 - (1:maxlag)/( 1 + maxlag)))) cat("Statistic = ", r/(s * sqrt(n)), "\n") return(r/(s * sqrt(n))) }