raggedCoefS-class | R Documentation |
"raggedCoefS"
— ragged list
Ragged list used to hold coefficients of MixAR models with seasonal AR parameters.
Objects are created by calls of the form
new("raggedCoefS", a = list(v1, v2 , ...), as = list(vs1, vs2, ...), s)
.
If orders p
and ps
are specified, a consistency check is made.
Object of class "list
" containing AR values. Each element of the list must be "numeric
"
Object of class "numeric
" containing the lengths of components in a
. If missing, it is generated based on lengths of elements of a
.
Object of class "list
" containing seasonal AR values. Each element of the list must be "numeric
"
Object of class "numeric
" containing the lengths of elements of as
. If missing, it is generated based on lengths of elements of as
.
A single element "numeric
" vector
determining the seasonality in the model(monthly, quarterly, etc..).
Indexing with "[" treats a raggedCoef
object as a matrix
(one row for each component), while
"[[" treats the object as list (it works on slot a
). Specifically,
"[[1]]" picks the systematic AR parameters, "[[2]]" picks seasonal AR
parameters.
The replacement variants of "[" and "[[" do not change the structure of the object.
Replacement methods only work for subsets
x[[i]]
, x[[i]][[j]]
, x[[i]][[j]][k]
for suitable i
,
j
and k
.
i
must be equal to 1 for x@a
and 2 for x@as
.
signature(x = "raggedCoefS", i = "missing", j = "missing")
:
returns the complete matrix of coefficients, one row corresponding to one component, with '0's to match different orders
signature(x = "raggedCoefS", i = "missing", j =
"missing")
:
signature(x = "raggedCoefS", i = "numeric", j =
"missing")
:
signature(x = "raggedCoefS", i = "numeric", j = "numeric")
:
Indexing with "[" treats a raggedCoef
object as a matrix
with one row for each component and number of columns equal to
max(p) + max(ps)
in increasing lag.
However, x[2]
is equivalent to x[2,]
which is different from the treatment of matrix
objects in
base R.
signature(x = "raggedCoefS"), i = "numeric"
:
if i=1 selects the list of systematic AR parameters; if i=2 selects the list of seasonal AR parameters.
signature(x = "raggedCoefS"), i = "numeric", j = "numeric"
:
signature(x = "raggedCoefS"), i = "numeric", j = "numeric", k = "numeric"
:
j and k are used to select specific elements from the listt of interest.
Davide Ravagli
class "raggedCoef"
showClass("raggedCoefS")
ragA <- new("raggedCoefS", a = list( c(0.5, -0.5), 1),
as = list(0, c(0.3, -0.1) ), s = 12)
ragB <- new("raggedCoefS", a = list( c(0.5, -0.5), 1), p = c(2, 1),
as = list(0, c(0.3, -0.1) ), ps = c(1, 2), s = 12) # same
## Elements selection examples
ragA[] ## matrix of coefficients
ragA[1]; ragA[1, ] ## vector of coefficients from first component
ragA[[2]] ## list of seasonal AR parameters
ragA[[2]][[1]] ## vector of seasonal AR parameters from first component
## Replacement of values in 'raggedCoefS' objects
ragB[[2]] <- list(1, c(-0.5,0.5))
ragB[[2]][[2]] <- c(20, 22)
ragB[[1]][[1]][1] <- 0
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