create_A_matrix: Define matrix A of the functional model

In gmwmx: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals

Define matrix A of the functional model

Description

Define matrix A of the functional model

Usage

create_A_matrix(t_nogap, jumps, n_seasonal)

Arguments

t_nogap	A vector specifying the index of the time series.
jumps	A vector specifying the time at which there is a mean shift of the time series. Should be specified to NULL if there is not presence of offsets in the signal.
n_seasonal	An integer specifying the number of sinusoidal signals in the time series.

Value

Matrix A in order to compute the functional component of the model in a linear fashion

Examples

n= 10*365
jump_vec <- c(200, 300, 500)
nbr_sin = 2
A <- create_A_matrix(1:n, jump_vec, n_seasonal = nbr_sin)
head(A)
A <- create_A_matrix(1:n, jumps = NULL, n_seasonal = nbr_sin)
head(A)

gmwmx documentation built on April 1, 2023, midnight