seasMod: Create Fourier representation of a periodic exDQLM component

In exdqlm: Extended Dynamic Quantile Linear Models

Create Fourier representation of a periodic exDQLM component

Description

The function creates a Fourier form periodic component for given period and harmonics.

Usage

seasMod(p, h, m0, C0, backend = c("auto", "R", "cpp"))

Arguments

p	Numeric period.
h	Numeric vector of harmonics to be included.
m0	Optional numeric prior mean. Defaults to q \times 1 vector of zeros where q is the dimension of the period component.
C0	Optional numeric prior covariance. Defaults to matrix 10^3 I_q.
backend	Backend selection for matrix construction: "auto" (default), "R", or "cpp".

Value

An object of class "exdqlm" containing the following:

• FF - q \times 1 observational vector.

• GG - q \times q evolution matrix.

• m0 - q \times 1 prior mean of the state vector.

• C0 - q \times q prior covariance matrix of the state vector.

Examples

# create a seasonal component with first, second and fourth harmonics of a period of 365
seas.comp = seasMod(365, c(1, 2, 4), C0 = 10*diag(6))

exdqlm documentation built on June 5, 2026, 1:06 a.m.