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#################################################################################
##
## R package racd by Alexios Ghalanos Copyright (C) 2012, 2013
## This file is part of the R package racd.
##
## The R package racd 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.
##
## The R package racd 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.
##
#################################################################################
#-------------------------------------------------------------------------------
# Package Highest Level Virtual Class
#-------------------------------------------------------------------------------
setClass("rACD","VIRTUAL")
#-------------------------------------------------------------------------------
setClass("ACDspec",
representation(model = "vector"),
contains = "rACD")
#-------------------------------------------------------------------------------
setClass("ACDfit",
representation(fit = "vector",
model = "vector"),
contains = "rACD")
#-------------------------------------------------------------------------------
setClass("ACDfilter",
representation(filter = "vector",
model = "vector"),
contains = "rACD")
#-------------------------------------------------------------------------------
setClass("ACDforecast",
representation(forecast = "vector",
model = "vector"),
contains = "rACD")
#-------------------------------------------------------------------------------
setClass("ACDsim",
representation(simulation = "vector",
model = "vector",
seed = "integer"),
contains = "rACD")
#-------------------------------------------------------------------------------
setClass("ACDpath",
representation(path = "vector",
model = "vector",
seed = "integer"),
contains = "rACD")
setClass("ACDroll",
representation(
model = "vector",
forecast = "vector"),
contains = "rACD")
#-------------------------------------------------------------------------------
# multiple spec/fit/filter/forecast garch methods (used in 2-stage extension
# multivariate models)
#-------------------------------------------------------------------------------
# Multiple Spec List Class
setClass("ACDmultispec",
representation(spec = "vector",
type = "character"))
.validspeclist = function(object){
all(unlist(lapply(object@spec, FUN = function(x) is(x, "ACDspec"))))
}
setValidity("ACDmultispec", .validspeclist)
# Multiple Fit ACD List Class
setClass("ACDmultifit",
representation(fit = "vector",
desc = "vector"))
.validfitlist = function(object){
all(unlist(lapply(object@fit, FUN = function(x) is(x, "ACDfit"))))
}
setValidity("ACDmultifit", .validfitlist)
# Multiple Fit ACD List Class
setClass("ACDmultifilter",
representation(filter = "vector",
desc = "vector"))
.validfilterlist = function(object){
all(unlist(lapply(object@filter, FUN = function(x) is(x, "ACDfilter"))))
}
setValidity("ACDmultifilter", .validfilterlist)
# Multiple Forecast ACD List Class
setClass("ACDmultiforecast",
representation(forecast = "vector",
desc = "vector"))
.validforecastlist = function(object){
all(unlist(lapply(object@forecast, FUN = function(x) is(x, "ACDforecast"))))
}
setValidity("ACDmultiforecast", .validforecastlist)
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