Nothing
"vma.sim" <-
function(psi,a){
if (!is.null(psi) && !inherits(psi,"array"))
stop("Psi must be enterd as NULL or array with dimension (k*k*Q)")
if (is.null(psi)) return(a)
n <- NROW(a)
k <- NCOL(a)
dimPsi <- dim(psi)
if (length(dimPsi) !=3 || dimPsi[1] !=dimPsi[2] || dimPsi[1] !=k)
stop("invalid dimensions for Psi")
q <- dimPsi[3]
extend.psi <- array(numeric(n*k*k), dim=c(k, k, n))
extend.psi[,,1:q] <- psi
sim.vma <- matrix(numeric(0),nrow=n,ncol=k)
for (i in 1:n){
out <- 0
for (j in 1:i){
out=out+crossprod(t(extend.psi[,,j]),a[i-j+1,])
}
sim.vma[i,] <- out
}
Q <- q-1
a <- matrix(sim.vma[-(1:Q),],ncol=k)
return(matrix(a[1:(n-Q),],ncol=k))
}
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