distribution_list: Multiple Distributions

In tsmodels/tsmethods: Time Series Methods

Multiple Distributions

Description

validates and returns an object of class ‘tsmodel.distribution_list’ which holds a validated list of tsmodel.distribution objects for use in multivariate models.

Usage

distribution_list(distributions = NULL, names = NULL)

Arguments

distributions	a list with ‘tsmodel.distribution’ objects.
names	an optional vector of names for each slot in the list.

Details

The function will validate the distributions passed as belonging to class ‘tsmodel.distribution’, check whether they are similar in terms of number of draws (rows), horizon (columns) and dates. If the list is not named, then unless the “names” argument is passed, then will name the slots as series1, series2, etc.

Value

an object of class ‘tsmodel.distribution_list’

Examples

x1 <- matrix(rnorm(100), 10, 10)
colnames(x1) <- as.character(as.Date(1:10, origin = "1970-01-01"))
x2 <- matrix(rnorm(100), 10, 10)
colnames(x2) <- as.character(as.Date(1:10, origin = "1970-01-01"))
class(x1) <- class(x2) <- "tsmodel.distribution"
distributions <- list(s1 = x1, s2 = x2)
L <- distribution_list(distributions)
str(L)

tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.