R/as.thetaMSAR.R

In NHMSAR: Non-Homogeneous Markov Switching Autoregressive Models

as.thetaMSAR <-
function(x,label='HH',regime_names=NULL,ncov.emis=ncov.emis,ncov.trans=ncov.trans) {
    if (!is.thetaMSAR(x)) {
        stop('as.thetaMSAR: your input is not like a theta at all')
    }
    
    dimname <- dimnames(x)
    att <- attributes(x)
    att$dimnames <- NULL
    att$names <- NULL
    att$class <- NULL
    
    label = att$label
    M = att$NbRegimes #number of regimes
    order=att$order
    d=att$NbComp
    
    dimname=c("A0","sigma","prior","transmat")
    
    n_par=NULL
    
    if(order>0){dimname=c("A",dimname)}
    if(substr(label,1,1)=="N"){dimname=c(dimname,'par.trans'); n_par=n_par+length(c(x$par.trans))/M}
     if(substr(label,2,2)=="N"){dimname=c(dimname,'par.emis'); n_par=n_par+length(c(x$par.emis))/M}
   
    names(x)=dimname
    
    x$A0 = matrix(x$A0,M,d)
    rownames(x$A0)=c(paste("Regime",1:M,sep=""))
    colnames(x$A0)=c(paste("A0",1:d,sep=""))
    
    x$prior = matrix(x$prior,M,d)
    x$prior=matrix(x$prior,M,1)
    rownames(x$prior)=c(paste("Regime",1:M,sep=""))
    colnames(x$prior)=""
    
    rownames(x$transmat)=c(paste("Regime",1:M,sep=""))
    colnames(x$transmat)=c(paste("Regime",1:M,sep=""))
    
    if(substr(label,2,2)=="N"){
    	names(x$par.emis)=c(paste('Regime',1:M,sep=""))
    	for(i in 1:M){
    		if (!is.null(dim(x$par.emis[[i]]))) {rownames(x$par.emis[[i]])=rep("",d)}
    		#if (!is.null(dim(x$par.emis[[i]]))) {rownames(x$par.emis[[i]])=c(paste("Regime",1:M,sep=""))}
 #   		colnames(x$par.emis[[i]])=c(paste('coef.emis',1:max(2,ncov.emis+1),sep=""))
 #   		if (!is.null(dim(x$par.emis[[i]])[2])) {colnames(x$par.emis[[i]])=c(paste('coef.emis',1:(length(c(x$par.emis[[i]]))),sep=""))}
     		if (!is.null(dim(x$par.emis[[i]])[2])) {
     			colnames(x$par.emis[[i]])=c(paste('coef.emis',1:dim(x$par.emis[[i]])[2],sep=""))
     		}   	
     	}
    }
    
    if(substr(label,1,1)=="N"){
    	rownames(x$par.trans)=c(paste("Regime",1:M,sep=""))
    	colnames(x$par.trans)=c(paste('coef.trans',1:max(2,ncov.trans+1),sep=""))	
    }

	if(d==1){
		x$sigma = matrix(x$sigma,M,d)
		rownames(x$sigma)=c(paste("Regime",1:M,sep=""))
    	colnames(x$sigma)=""
	}else{
		for(i in 1:M){
			colnames(x$sigma[[i]])=rep("",d)
			rownames(x$sigma[[i]])=rep("",d)
		}
	}

    if(order>0 && d==1){
    	rownames(x$A)=c(paste('Regime',1:M,sep=""))
    	colnames(x$A)=c(paste('A',1:order,sep=""))
    }
    else if (order>0){
    	names(x$A)=c(paste("Regime",1:M,sep=""))
    	for(i in 1:M){
    		names(x$A[[i]])=c(paste('A',1:order,sep=""))
        for(j in 1:order){
          colnames(x$A[[i]][[j]])=rep("",d)
          rownames(x$A[[i]][[j]])=rep("",d)
        }
    		}
    	names(x$sigma)=c(paste('Regime',1:M,sep=""))
    }
    
    if (is.null(att$order)) { att$order <- order }
    if (is.null(att$n_par)) { att$n_par <- order*d^2+d+d^2+1+M }
    
#     if (is.null(att$label)) { att$label <- label } # A VOIR !!!

#    x <- array(x,thetadim,dimnames=dimname)
    for (a in names(att)) {
        attr(x,a) <- att[[a]]
    }
    
    class(x) <- "MSAR"
    return(x)
}