Nothing
UniGASSim <- function(fit = NULL, T.sim = 1000L, kappa = NULL, A = NULL, B = NULL, Dist = NULL, ScalingType = NULL) {
if (!is.null(fit)) {
lCoef = coef(fit, do.list = TRUE)
kappa = lCoef$lCoef$vKappa
A = lCoef$lCoef$mA
B = lCoef$lCoef$mB
Dist = getDist(fit)
ScalingType = getScalingType(fit)
} else {
if (any(is.null(kappa), is.null(A), is.null(B), is.null(Dist), is.null(ScalingType))) {
stop("If an uGASFit object is not provided, arguments kappa, A, B,
Dist and ScalingType, have to be provided")
}
}
iT = T.sim
vKappa = kappa
mA = A
mB = B
lSim = SimulateGAS_univ(iT, vKappa, mA, mB, Dist, ScalingType)
iK = NumberParameters(Dist)
mMoments = EvalMoments_univ(lSim$mTheta, Dist)
Sim <- new("uGASSim",
ModelInfo = list(iT = iT,
iK = iK,
vKappa = vKappa,
mA = mA,
mB = mB,
Dist = Dist,
ScalingType = ScalingType),
GASDyn = lSim,
Data = list(vY = lSim$vY,
Moments = mMoments))
return(Sim)
}
MultiGASSim <- function(fit = NULL, T.sim = 1000L, N = NULL, kappa = NULL, A = NULL, B = NULL, Dist = NULL, ScalingType = NULL) {
if (!is.null(fit)) {
lCoef = coef(fit, do.list = TRUE)
kappa = lCoef$lCoef$vKappa
A = lCoef$lCoef$mA
B = lCoef$lCoef$mB
Dist = getDist(fit)
ScalingType = getScalingType(fit)
N = fit@ModelInfo$iN
} else {
if (any(is.null(kappa), is.null(N), is.null(A), is.null(B), is.null(Dist), is.null(ScalingType))) {
stop("If an uGASFit object is not provided, arguments kappa, A, B,
Dist and ScalingType, have to be provided")
}
}
iT = T.sim
vKappa = kappa
mA = A
mB = B
iN = N
lSim = SimulateGAS_multi(iT, iN, vKappa, mA, mB, Dist, ScalingType)
iK = NumberParameters(Dist, iN)
mY = lSim$mY
rownames(mY) = paste("Series", 1:iN)
lMoments = EvalMoments_multi(lSim$mTheta, Dist, iN)
Sim <- new("mGASSim",
ModelInfo = list(iT = iT,
iN = iN,
iK = iK,
vKappa = vKappa,
mA = mA,
mB = mB,
Dist = Dist,
ScalingType = ScalingType),
GASDyn = lSim,
Data = list(mY = mY,
Moments = lMoments))
return(Sim)
}
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