xxcanonic_coef: Put core MixAR coefficients into a canonical form, internal...

In GeoBosh/mixAR: Mixture Autoregressive Models

Put core MixAR coefficients into a canonical form, internal function

Description

Put core MixAR coefficients into a canonical form, internal function.

Usage

.canonic_coef(coef, filler)

Arguments

coef	the core coefficients of a MixAR model, a list.
filler	a value for filling unspecified entries, such as NA_real_.

Details

This is an internal function called by mixAR to put MixAR parameters into a canonical form. "shift", "scale" and "prob" are normally vectors with one element for each component but they may also be given as a single number, in which case it is taken to be the common value for all parameters and .canonic_coef extends them correspondingly. Also, the AR coefficients may be specified in a number of ways and this function converts them to the format used by the MixAR classes.

Value

a list with the folowing components:

order	MixAR order, a vector of integers
prob	MixAR probabilities, vector of lengthlength(order)
shift	MixAR shift parameters, vector of lengthlength(order)
scale	MixAR scle parameters, vector of lengthlength(order)
arcoef	AR coefficients as a "raggedCoef" object

Author(s)

Georgi N. Boshnakov

See Also

mixAR

Examples

## missing components are filled with 'filler', extended accordingly
mixAR:::.canonic_coef(list(order = c(2,3)), filler = NA)

# here 'scale' is replicated, the missing 'shift' is inserted
mo <- list(order = c(2,3), prob = c(0.4, 0.6), scale = 1,
           arcoef = list(c(0.5, -0.5), c(1.1,  0.0, -0.5)) )
mixAR:::.canonic_coef(mo, filler = NA)

GeoBosh/mixAR documentation built on May 9, 2022, 7:36 a.m.