inst/1-B12/ire/Rsource/sig2param.R

In jlivsey/EMsignal:

#' Convert list of Sigma matricies to sigex param list
#'
#' @param Sig list with each element of list being an NxN sigma matrix
#'
#' @return updated param list
#' @export
#'

sig2param = function(Sig, mdl, data){
  J <- length(Sig)
  N <- dim(Sig[[1]])[1]
  #FIX NEXT LINE - crude initialization, don't need to mdl and data in this function
  param <- sigex.default(mdl, data, NULL)
  for(j in 1:J){
    GCD = getGCD(Sig[[j]], N)
    param[[1]][[j]] = GCD[[1]]
    param[[2]][[j]] = log(GCD[[2]])
  }
  return(param)
}