raggedCoefV-class: Class '"raggedCoefV"' - ragged list

In mixAR: Mixture Autoregressive Models

Class "raggedCoefV" — ragged list

Description

Ragged list used to hold coefficients of MixVAR models.

Objects from the Class

Objects are created by calls of the form new("raggedCoefV", a = list(v1, v2 ,...).

Slots

a:

Object of class "list" containing AR values. Each element of the list must be "array".

p:

Object of class "numeric" containing the length of arrays in a (AR orders). If missing, it is generated based on lengths of elements of a.

Methods

Indexing with "[" and "[[" works on slot a.

"[" and "[[" can be use alternatively. Specifically, "[]" and "[[]]" produce the same result, the complete list of AR coefficients. Similarly, [i,], [i] and [[i]] all return the i^th element of the list, the array for i^th component. [,j] returns an array with j^th lag autoregressive parameters for each component.

[

signature(x = "raggedCoefV", i = "missing", j = "ANY", drop = "ANY"): ...

[

signature(x = "raggedCoefV", i = "missing", j = "numeric", drop = "ANY"): ...

[

signature(x = "raggedCoefV", i = "numeric", j = "missing", drop = "ANY"): ...

[

signature(x = "raggedCoefV", i = "numeric", j = "numeric", drop = "ANY"): ...

[[

signature(x = "raggedCoefV", i = "missing", j = "ANY"): ...

[[

signature(x = "raggedCoefV", i = "numeric", j = "ANY"): ...

initialize

signature(.Object = "raggedCoefV"): ...

show

signature(object = "raggedCoefV"): ...

Author(s)

Davide Ravagli

See Also

class "MixVAR"

Examples

showClass("raggedCoefV")

AR <- list()
AR[[1]] <- array(c(0.0973, -0.0499,  0.2927,  0.4256,  ## VAR(2;4)
                  -0.0429,  0.0229, -0.1515, -0.1795,
                  -0.0837, -0.1060, -0.1530,  0.1947,
                  -0.1690, -0.0903,  0.1959,  0.0955), dim=c(2,2,4))
AR[[2]] <- array(c(0.3243,  0.2648,  0.4956,  0.2870,  ## VAR(2;3)
                  -0.1488,  0.0454, -0.0593, -0.3629,
                   0.1314,  0.0274,  0.0637,  0.0485), dim=c(2,2,3))
                   
new("raggedCoefV", AR)
new("raggedCoefV", a=AR, p=c(4,3))

mixAR documentation built on May 29, 2024, 6:21 a.m.