## ExchFixed
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "ExchFixed"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_ExchFixed_R, prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R, prior, beta, thetaTransformed, sigma)
}
else {
prior
}
})
## Exch
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "ExchNormZero"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_ExchNormZero_R, prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R, prior, beta, thetaTransformed, sigma)
}
else {
J <- prior@J@.Data
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
prior@tau@.Data <- sigma
}
else {
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "ExchRobustZero"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_ExchRobustZero_R, prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R, prior, beta, thetaTransformed, sigma)
}
else {
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "ExchNormCov"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_ExchNormCov_R, prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R, prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
prior@tau@.Data <- sigma
prior <- updateEta(prior = prior,
beta = thetaTransformed)
}
else {
prior <- updateEta(prior = prior,
beta = beta)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updateUEtaCoef(prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "ExchRobustCov"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_ExchRobustCov_R, prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R, prior, beta, thetaTransformed, sigma)
}
else {
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateEta(prior = prior,
beta = beta)
prior <- updateUEtaCoef(prior)
prior
}
})
## DLM - Norm, Zero
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendNormZeroNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendNormZeroNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = thetaTransformed)
prior@tau@.Data <- sigma
}
else {
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendNormZeroNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendNormZeroNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = thetaTransformed)
prior@tau@.Data <- sigma
}
else {
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendNormZeroWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendNormZeroWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatSeason(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatSeason(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendNormZeroWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendNormZeroWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatSeason(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatSeason(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## Norm, Cov
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendNormCovNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendNormCovNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendNormCovNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendNormCovNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendNormCovWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendNormCovWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendNormCovWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendNormCovWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
beta.tilde <- thetaTransformed - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- thetaTransformed - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior@tau@.Data <- sigma
}
else {
beta.tilde <- beta - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateTauNorm(prior = prior,
beta = beta)
}
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## Robust, Zero
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendRobustZeroNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendRobustZeroNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendRobustZeroNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendRobustZeroNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendRobustZeroWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendRobustZeroWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatSeason(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendRobustZeroWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendRobustZeroWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatSeason(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## Robust, Cov
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendRobustCovNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendRobustCovNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendRobustCovNoSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendRobustCovNoSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMNoTrendRobustCovWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMNoTrendRobustCovWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDLMNoTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = FALSE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = FALSE)
prior <- updateOmegaSeason(prior = prior)
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "DLMWithTrendRobustCovWithSeason"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_DLMWithTrendRobustCovWithSeason_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
beta.tilde <- beta - betaHatSeason(prior) - betaHatCovariates(prior)
prior <- updateAlphaDeltaDLMWithTrend(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatCovariates(prior)
prior <- updateSeason(prior = prior,
betaTilde = beta.tilde)
beta.tilde <- beta - betaHatAlphaDLM(prior) - betaHatSeason(prior)
prior <- updateEta(prior = prior,
beta = beta.tilde)
prior <- updateUEtaCoef(prior)
prior <- updatePhi(prior = prior,
withTrend = TRUE)
prior <- updateUBeta(prior = prior,
beta = beta)
prior <- updateTauRobust(prior = prior)
prior <- updateOmegaAlpha(prior = prior,
withTrend = TRUE)
prior <- updateOmegaDelta(prior = prior)
prior <- updateGWithTrend(prior = prior)
prior <- updateWSqrt(prior = prior)
prior <- updateWSqrtInvG(prior = prior)
prior <- updateOmegaSeason(prior = prior )
prior
}
})
## ICAR #################################################################################
## Known ###############################################################################
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "KnownCertain"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_KnownCertain_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
prior
}
})
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "KnownUncertain"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_KnownUncertain_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
prior
}
})
## Mix #################################################################################
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "MixNormZero"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_MixNormZero_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
is.saturated <- prior@isSaturated@.Data
if (is.saturated) {
## tau
prior@tau@.Data <- sigma
beta.tilde <- thetaTransformed
}
else {
## tau
prior <- updateTauNorm(prior = prior,
beta = beta) # sigma-delta
beta.tilde <- beta
}
## vectors
prior <- updateVectorsMixAndProdVectorsMix(prior = prior,
betaTilde = beta.tilde) # psi
prior <- updateOmegaVectorsMix(prior) # sigma-e
## weights
prior <- updateLatentComponentWeightMix(prior) # z
prior <- updateComponentWeightMix(prior) # W
prior <- updateWeightMix(prior) # v; deterministic
prior <- updateLatentWeightMix(prior) # u
prior <- updateOmegaComponentWeightMix(prior) # sigma-epsilon
prior <- updateOmegaLevelComponentWeightMix(prior) # sigma-eta
prior <- updateIndexClassMaxPossibleMix(prior) # k-tilde
prior <- updateIndexClassMix(prior = prior,
betaTilde = beta.tilde) # k
prior <- updateIndexClassMaxUsedMix(prior) # k-star; deterministic
prior <- updateLevelComponentWeightMix(prior) # alpha
prior <- updateMeanLevelComponentWeightMix(prior) # mu
prior <- updatePhiMix(prior) # phi
prior <- updateAlphaMix(prior)
prior
}
})
## Zero #################################################################################
## TRANSLATED
## HAS_TESTS
setMethod("updatePriorBeta",
signature(prior = "Zero"),
function(prior, beta, thetaTransformed, sigma, useC = FALSE, useSpecific = FALSE) {
checkUpdatePriorBeta(prior = prior,
thetaTransformed = thetaTransformed,
sigma = sigma)
if (useC) {
if (useSpecific)
.Call(updatePriorBeta_Zero_R,
prior, beta, thetaTransformed, sigma)
else
.Call(updatePriorBeta_R,
prior, beta, thetaTransformed, sigma)
}
else {
prior
}
})
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