fill.slMatrix-methods: Methods for Function fill.slMatrix in Package 'sarima'

In lagged: Classes and Methods for Lagged Objects

Methods for Function fill.slMatrix in Package ‘sarima’

Description

Provides various ways for filling a matrix object with values according to the conventions of class slMatrix. This is a generic function. There are methods for values given in a matrix or computed by a function. The arguments of the function or the indices of the matrix may follow a variety of conventions.

Usage

fill.slMatrix(m, f, period, maxlag, type)

Arguments

m	the matrix to be filled with values
f	a function whose evaluation produces the entries for m
period	number of seasons in a cycle
maxlag	the maximal lag
type	the indexing convention - "sl" (default) stands for a standard season-lag pair, "tt" is for time-time pair, "tl" is for time-lag pair, see ... for details.

Details

The internal representation for autocovariances and other quantities related to periodic correlation is a matrix with one row for each season. Methods for this generic provide a way to convert external structures to this format.

slMatrix calls fill.slMatrix when called with appropriate argument f.

todo: need better explanation here!

Value

the matrix filled with the values as required

Methods

signature(m = "ANY", f = "ANY")

Issue an error message and stop. The default behaviour is not to allow filling with values from unknown objects.

signature(m = "matrix", f = "function")

Fill the values by evaluating a function. The arguments of the function may be in "sl", "tt" or "tl" format.

signature(m = "matrix", f = "matrix")

Fill the values of the slMatrix object from a matrix. The entries may be arranged in "sl", "tt" or "tl" format.

Author(s)

Georgi N. Boshnakov

References

Boshnakov GN and Iqelan BM (2009). “Generation of time series models with given spectral properties.” J. Time Series Anal., 30(3), pp. 349–368. ISSN 0143-9782, doi: 10.1111/j.1467-9892.2009.00617.x.

Boshnakov GN and Lambert-Lacroix S (2012). “A periodic Levinson-Durbin algorithm for entropy maximization.” Computational Statistics & Data Analysis, 56, pp. 15–24. ISSN 0167-9473, doi: 10.1016/j.csda.2011.07.001, https://www.sciencedirect.com/science/article/pii/S0167947311002556.

See Also

slMatrix

Examples

# :todo:

lagged documentation built on Aug. 7, 2022, 5:19 p.m.