Nothing
## Objects loaded at startup from data/MTM.RData
if(getRversion() >= "2.15.1") globalVariables(c(
'MTM', ## Markov Transition Matrices
'Ktmtm', ## Kt limits to choose a matrix from MTM
'Ktlim' ## Daily kt range of each matrix.
))
markovG0 <- function(G0dm, solD){
solD <- copy(solD)
timeIndex <- solD$Dates
Bo0d <- solD$Bo0d
Bo0dm <- solD[, mean(Bo0d), by = .(month(Dates), year(Dates))][[3]]
ktm <- G0dm/Bo0dm
##Calculates which matrix to work with for each month
whichMatrix <- findInterval(ktm, Ktmtm, all.inside = TRUE)
ktd <- state <- numeric(length(timeIndex))
state[1] <- 1
ktd[1] <- ktm[state[1]]
for (i in 2:length(timeIndex)){
iMonth <- month(timeIndex[i])
colMonth <- whichMatrix[iMonth]
rng <- Ktlim[, colMonth]
classes <- seq(rng[1], rng[2], length=11)
matMonth <- MTM[(10*colMonth-9):(10*colMonth),]
## http://www-rohan.sdsu.edu/~babailey/stat575/mcsim.r
state[i] <- sample(1:10, size=1, prob=matMonth[state[i-1],])
ktd[i] <- runif(1, min=classes[state[i]], max=classes[state[i]+1])
}
G0dmMarkov <- data.table(ktd, Bo0d)
G0dmMarkov <- G0dmMarkov[, mean(ktd*Bo0d), by = .(month(timeIndex), year(timeIndex))][[3]]
fix <- G0dm/G0dmMarkov
indRep <- month(timeIndex)
fix <- fix[indRep]
G0d <- data.table(Dates = timeIndex, G0d = ktd * Bo0d * fix)
G0d
}
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