#' Computes the length of zeta
#'
#' @param mdlType This is a component of mdl (the specified sigex model),
#' cited as mdl[[2]]
#' @param N Cross-section dimension
#'
#' @return zetalen: the length of zeta
#' @export
sigex.zetalen <- function(mdlType,N)
{
##########################################################################
#
# sigex.zetalen
# Copyright (C) 2017 Tucker McElroy
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
#
############################################################################
################# Documentation #####################################
#
# Purpose: computes the length of zeta
# Background:
# param is the name for the model parameters entered into
# a list object with a more intuitive structure, whereas
# psi refers to a vector of real numbers containing all
# hyper-parameters (i.e., reals mapped bijectively to the parameter manifold)
# Format: psi has three portions, psi = [xi,zeta,beta]
# xi ~ all hyper-parameters for covariance matrices
# zeta ~ all hyper-parameters for t.s. models
# beta ~ all regression parameters
# Inputs:
# mdlType: this is a component of mdl (the specified sigex model),
# cited as mdl[[2]]
# N: cross-section dimension
# Outputs:
# zetalen: the length of zeta
#
####################################################################
mdlClass <- mdlType[[1]]
mdlOrder <- mdlType[[2]]
# ARMA
if(mdlClass %in% c("arma")) zeta.len <- sum(mdlOrder)*N
if(mdlClass %in% c("arma.stab")) zeta.len <- sum(mdlOrder)
# SARMA
if(mdlClass %in% c("sarma","sarmaf")) zeta.len <- sum(mdlOrder[1:4])*N
if(mdlClass %in% c("sarma.stab")) zeta.len <- sum(mdlOrder[1:4])
# VARMA
if(mdlClass %in% c("varma")) zeta.len <- sum(mdlOrder)*N^2
# SVARMA
if(mdlClass %in% c("svarma")) zeta.len <- sum(mdlOrder[1:4])*N^2
# cycles
if(mdlClass %in% c("bw","bw.stab","bal","bal.stab")) zeta.len <- 2
# damped trend
if(mdlClass %in% c("damped")) zeta.len <- 1
# ARMA Copula
if(mdlClass %in% c("armacopula")) zeta.len <- sum(mdlOrder)
return(zeta.len)
}
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