regSeries: Estimates the monomial time series

In GPoM: Generalized Polynomial Modelling

Estimates the monomial time series

Description

Creates time series by multiplying given time series among them.

Usage

regSeries(nVar, dMax, series, dMin = 0, pReg = NULL)

Arguments

nVar	Number of variables considered in the polynomial formulation.
dMax	Maximum degree of the polynomial formulation.
series	A matrix containing the original time series from which the monomials are built. Each column corresponds to one given variable.
dMin	The minimum negative degree of the polynomial formulation (0 by default).
pReg	A matrix filled, for each column, with powers of time series used to create.

Value

rpFull A matrix of time series. Each column corresponds to one regressor such as X_1^2 X_3 X_4

Author(s)

Sylvain Mangiarotti

Examples

data(TSallMod_nVar3_dMax2)
sprottK <- as.matrix(TSallMod_nVar3_dMax2$SprK$reconstr)[,2:4]
dMax <- 2
nVar <- dim(sprottK)[2]

#Example 1
polySeries1 <- regSeries(nVar, dMax, sprottK)

#Example 2
p <- c(1,3,1)
polySeries2 <- regSeries(nVar, dMax, sprottK, pReg=p)

GPoM documentation built on July 9, 2023, 6:23 p.m.