R/infoPhi.R

In ACV: Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity

#' Recover information about `Phi`
#'
#' Internal function which recovers all the necessary parameters using which the `Phi` was constructed and some additional useful variables derived from these parameters.
#'
#' @param Phi Matrix of computed contrasts generated by `tsACV()`.
#'
#' @return List of parameters that were used to generate `Phi`.
#'
#' @export
#' @keywords internal

infoPhi <- function(Phi) {
  K <- ncol(Phi)
  mn <- nrow(Phi)
  m <- sum(!is.na(Phi[, K]))
  v <- sum(cumprod(is.na(Phi[, 2])))
  h <- sum(!is.na(Phi[, 1])) - m
  mh <- m + h
  J <- lapply(1:K, function(k) 1:sum(!is.na(Phi[, k])))
  return(
    list(
      K = K,
      mn = mn,
      m = m,
      v = v,
      h = h,
      mh = mh,
      J = J
    )
  )
}