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### Validate AR hhh4 via NE with identity W
data("measlesWeserEms")
## fit with AR component as usual
vaccdata <- matrix(measlesWeserEms@map$vacc2.2004, byrow = TRUE,
nrow = nrow(measlesWeserEms), ncol = ncol(measlesWeserEms))
measlesModel <- list(
ar = list(f = addSeason2formula(~1 + vacc2, S=2, period=52)),
end = list(f = addSeason2formula(~1, S=1, period=52),
offset = population(measlesWeserEms)),
family = "NegBin1", data = list(vacc2 = vaccdata))
measlesFit <- hhh4(measlesWeserEms, measlesModel)
## now use an identity matrix as W in the NE component instead of AR
measlesFit2 <- suppressWarnings(
update(measlesFit,
ar = list(f = ~-1),
ne = list(f = measlesModel$ar$f,
weights = diag(ncol(measlesWeserEms))),
use.estimates = FALSE)
)
## compare fits
test_that("AR-hhh4 agrees with using identity W in NE", {
expect_equivalent(coef(measlesFit2), coef(measlesFit))
expect_equivalent(measlesFit2$cov, measlesFit$cov)
expect_equal(logLik(measlesFit2), logLik(measlesFit))
expect_equal(fitted(measlesFit2), fitted(measlesFit))
})
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