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###############################################################
#### RRegArch version 1.0.0
####
#### File: RRegArchInternals.R
####
#### Author: Ollivier TARAMASCO <Ollivier.Taramasco@imag.fr>
####
#### Date: 2009/03/30
####
###############################################################
#means
eConst<-as.integer(1)
eAr <- as.integer(2)
eMa <- as.integer(4)
eLinReg <- as.integer(8)
eStdInmean <- as.integer(16)
eVarInMean <- as.integer(32)
#variances
eConstVar <- as.integer(1)
eARCH <- as.integer(2)
eGARCH <- as.integer(4)
eEGARCH <- as.integer(8)
eAPARCH <- as.integer(16)
eTARCH <- as.integer(32)
#Residuals
eNormal <- as.integer(1)
eStudent <- as.integer(2)
eGed <- as.integer(4)
eSkewT<-as.integer(8)
setStorageMode <- function(object) UseMethod("setStorageMode")
setStorageMode.RegArchModelClass <- function(object)
{
y <- object
y$condMean <- setStorageMode(object$condMean)
y$condVar <- setStorageMode(object$condVar)
y$condRes <- setStorageMode(object$condRes)
storage.mode(y) <- "list"
return(y)
}
setStorageMode.condMeanClass <- function(object)
{
y <- object
for (i in 1:length(object))
y[[i]] <- setStorageMode(object[[i]])
storage.mode(y) <- "list"
return(y)
}
setStorageMode.ARClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$nAR) <- "integer"
storage.mode(x$AR) <- "double"
return(x)
}
setStorageMode.MAClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$nMA) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$MA) <- "double"
return(x)
}
setStorageMode.VarInMeanClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$Delta) <- "double"
return(x)
}
setStorageMode.StdInMeanClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$Delta) <- "double"
return(x)
}
setStorageMode.LinRegClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$nBeta) <- "integer"
storage.mode(x$nObs) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$Beta) <- "double"
storage.mode(x$X) <- "double"
return(x)
}
setStorageMode.ConstMeanClass <- function(object)
{ x <- object
storage.mode(x$meanType) <- "integer"
storage.mode(x$Const) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.CondVarClass <- function(object)
{
return(NextMethod("setStorageMode", object))
}
setStorageMode.ConstVarClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.ARCHClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$ARCH) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.GARCHClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$ARCH) <- "double"
storage.mode(x$GARCH) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.TARCHClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$ARCHPlus) <- "double"
storage.mode(x$ARCHMinus) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.EGARCHClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$ARCH) <- "double"
storage.mode(x$GARCH) <- "double"
storage.mode(x$Theta) <- "double"
storage.mode(x$Gamma) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.APARCHClass <- function(object)
{ x <- object
storage.mode(x$varType) <- "integer"
storage.mode(x$ConstVar) <- "double"
storage.mode(x$ARCH) <- "double"
storage.mode(x$GARCH) <- "double"
storage.mode(x$Delta) <- "double"
storage.mode(x$Gamma) <- "double"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.RegArchResidualsClass <- function(object)
{
return(NextMethod("setStorageMode", object))
}
setStorageMode.normalClass <- function(object)
{ x <- object
storage.mode(x$distrType) <- "integer"
storage.mode(x$nParam) <- "integer"
return(x)
}
setStorageMode.studentClass <- function(object)
{
x<-object
storage.mode(x$distrType) <- "integer"
storage.mode(x$nParam) <- "integer"
storage.mode(x$paramLaw) <- "double"
return(x)
}
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