R/modelspecifications.R

In joernih/QlikQonnections2016Public:

#' @export
modellmatriser = function(){
  # #*************************************************************************************************************************************************
  # #*************************************************************************************************************************************************
  rm(list=ls())
  modellmatriser = list()
  # #*************************************************************************************************************************************************
  # #*************************************************************************************************************************************************
  # # (*) Designe matriser for stokastisk nivå model (default modell)
  m=1;n=1
  # Tilstandslikningene
  B=diag(1,m)
  U=matrix(0.0,m,1)
  Q=matrix(list("q"),m,m)
  # Observasjonslikningene
  Z=diag(1)
  A=matrix(0,1,1)
  R=matrix(list("r"),1,1)
  # Initial fordeling tilstandslikningene
  x0=matrix(list("phi"), nrow=m);
  V0=diag(0,n)
  # Matriseform
  default_modell=list(B=B,U=U,Q=Q,Z=Z,A=A,R=R,x0=x0,V0=V0)
  #*************************************************************************************************************************************************
  modellmatriser[[1]] = default_modell
  # #*************************************************************************************************************************************************
  # # (*) Designe matriser for RW-model med trend
  m=1;n=1
  # Tilstandlikningene
  B=diag(1,m)
  U=matrix(list("mu"),m,1)
  Q=matrix(list("q"),m,m)
  # Observasjonslikningene
  Z=diag(1)
  A=matrix(0,n,1)
  R=matrix(list("r"),1,1)
  # Initial fordeling tilstandslikningene
  x0=matrix("pi",n);
  V0=diag(0,n)
  # Matriseform
  RWtrend_modell=list(B=B,U=U,Q=Q,Z=Z,A=A,R=R,x0=x0,V0=V0)
  # #*************************************************************************************************************************************************
  modellmatriser[[2]] = RWtrend_modell
  #*************************************************************************************************************************************************
  #*************************************************************************************************************************************************
  # # (*) Design matriser for AR(1) model med trend
  m=1;n=1
  # Tilstandlikningene
  B=matrix(list("a1"),m,m)
  U=matrix(list("mu"),m,1)
  Q=matrix(list("q"),m,m)
  # Observasjonslikningene
  Z=diag(1)
  A=matrix(0,n,1)
  R=matrix(list(0),n,n)
  #
  x0=matrix("pi",n);
  V0=diag(0,n)
  # Spesifikasjon
  AR1trend_modell=list(B=B,U=U,Q=Q,Z=Z,A=A,R=R,x0=x0,V0=V0)
  # #*************************************************************************************************************************************************
  modellmatriser[[3]] = AR1trend_modell
  # #*************************************************************************************************************************************************
  # #*************************************************************************************************************************************************
  # # (*) Designe matriser for simple trend-cycle modell
  m=3;n=1
  # Tilstandslikningene
  B <- matrix(list(1,0,0,0,"b",0,1,0,1),m,m)
  U <- matrix(0,m,1)
  Q <- matrix(list("q11",0,0,0,"q22",0,0,0,"q33"),m,m)
  # Observasjonslikningene
  Z <- matrix(c(1,1,0),n,m)
  A <- matrix(0)
  R <- matrix("r",n,n)
  # Initial fordeling tilstandslikningene
  x0 <- list(x0 = matrix(c(73,2,2), nrow=m))
  V0 <- matrix(c(1,0,0,0,1,0,0,0,1),m,m)
  ## Spesifikason
  STC_modell <- list(B=B,U=U,Q=Q,Z=Z,A=A,R=R,x0=x0,V0=V0)
  # #*************************************************************************************************************************************************
  modellmatriser[[4]] = STC_modell
  # # #*************************************************************************************************************************************************
  # # #*************************************************************************************************************************************************
  # # # (*) Design matriser for trend-cycle modell
  # m=4;n=1
  # # # Tilstandslikningene
  # B=matrix(list(1,0,0,0,0,"phi1",1,0,0,"phi2",0,0,1,0,0,1),m,m)
  # U=matrix(c(0,0,0,0),m,1)
  # Q=matrix(list("q11",0,0,0,0,"q22",0,0,0,0,0,0,0,0,0,"q44"),m,m)
  # # # Observasjonslikningene
  # Z=matrix(c(1,1,0,0),n,m)
  # A=matrix(0,n,1)
  # R=matrix(list("r"),n,n)
  # # # Initial fordeling tilstandslikningene
  # x0= matrix(c(59,0,0,0),m,1)
  # V0=diag(10,n)
  # # # Spesifikason
  # TC_modell=list(B=B,U=U,Q=Q,Z=Z,A=A,R=R,x0=x0,V0=V0)
  # # #*************************************************************************************************************************************************
  # modellmatriser[[5]] = TC_modell
  # #*************************************************************************************************************************************************
  # #*************************************************************************************************************************************************
  return(modellmatriser)
}