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#################################################################################
##
## R package rugarch by Alexios Galanos Copyright (C) 2008-2022.
## This file is part of the R package rugarch.
##
## The R package rugarch is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## The R package rugarch is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
#################################################################################
setClass("ARFIMA", contains = c("rGARCH", "VIRTUAL"))
# ARFIMA Model
setClass("ARFIMAspec",
representation(model = "vector"),
contains = "ARFIMA")
setClass("ARFIMAfilter",
representation(filter = "vector",
model = "vector"),
contains = "ARFIMA")
setClass("ARFIMAfit",
representation(fit = "vector",
model = "vector"),
contains = "ARFIMA")
setClass("ARFIMAsim",
representation(simulation = "vector",
model = "vector",
seed = "integer"),
contains = "ARFIMA")
setClass("ARFIMAforecast",
representation(forecast = "vector",
model = "vector"),
contains = "ARFIMA")
setClass("ARFIMApath",
representation(path = "vector",
model = "vector",
seed = "integer"),
contains = "ARFIMA")
setClass("ARFIMAroll",
representation(model = "vector",
forecast = "vector"),
contains = "ARFIMA")
setClass("ARFIMAdistribution",
representation(dist = "vector",
truecoef = "matrix",
model = "vector"),
contains = "ARFIMA")
# Have not yet implemented the ARFIMA bootstrap and not likely to in near future
setClass("ARFIMAboot",
representation(
fseries = "matrix",
bcoef = "data.frame",
model = "vector",
forc = "ARFIMAforecast"),
contains = "ARFIMA")
#----------------------------------------------------------------------------------
# multiple spec/fit/filter/forecast ARFIMA methods
#----------------------------------------------------------------------------------
# Multiple Spec List Class
setClass("ARFIMAmultispec",
representation(spec = "vector",
type = "character"),
contains = "ARFIMA")
.validarfimaspeclist = function(object){
all(unlist(lapply(object@spec, FUN = function(x) is(x, "ARFIMAspec"))))
}
setValidity(Class = "ARFIMAmultispec", method = .validarfimaspeclist)
# Multiple Fit ACD List Class
setClass("ARFIMAmultifit",
representation(fit = "vector",
desc = "vector"),
contains = "ARFIMA")
.validarfimafitlist = function(object){
all(unlist(lapply(object@fit, FUN = function(x) is(x, "ARFIMAfit"))))
}
setValidity("ARFIMAmultifit", .validarfimafitlist)
# Multiple Fit ACD List Class
setClass("ARFIMAmultifilter",
representation(filter = "vector",
desc = "vector"),
contains = "ARFIMA")
.validarfimafilterlist = function(object){
all(unlist(lapply(object@filter, FUN = function(x) is(x, "ARFIMAfilter"))))
}
setValidity("ARFIMAmultifilter", .validarfimafilterlist)
# Multiple Forecast ACD List Class
setClass("ARFIMAmultiforecast",
representation(forecast = "vector",
desc = "vector"),
contains = "ARFIMA")
.validarfimaforecastlist = function(object){
all(unlist(lapply(object@forecast, FUN = function(x) is(x, "ARFIMAforecast"))))
}
setValidity("ARFIMAmultiforecast", .validarfimaforecastlist)
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