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### File R/laggedData.R
### This file is part of the sisal package for R.
###
### Copyright (C) 2015 Aalto University
###
### This program 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 2 of the License, or
### (at your option) any later version.
###
### This program 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.
###
### A copy of the GNU General Public License is available at
### http://www.r-project.org/Licenses/
laggedData <- function(x, lags=0:9, stepsAhead=1) {
stopifnot(is.numeric(lags), length(lags) > 0, round(lags) == lags,
lags >= 0, is.atomic(x), !is.null(x),
is.numeric(stepsAhead), length(stepsAhead) == 1,
round(stepsAhead) == stepsAhead, stepsAhead >= 0,
max(lags) + stepsAhead + 1 <= length(x))
x2 <- as.vector(x) # drop attributes
max.lag <- max(lags)
n <- length(x2)
y <- x2[(1 + max.lag + stepsAhead):n]
n.out <- length(y)
n.lags <- length(lags)
X <- matrix(x2[1], n.out, n.lags)
for(k in 1:n.lags) {
X[, k] <- x2[seq(from = 1 + max.lag - lags[k],
length.out = n.out, by = 1)]
}
colnames(X) <- paste0("lag.", lags)
list(X=X, y=y)
}
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