Methods for Function fill.slMatrix in Package `sarima'
fill.slMatrix-methods.RdProvides various ways for filling a matrix object with values according to the conventions of class slMatrix. This is a generic function. There are methods for values given in a matrix or computed by a function. The arguments of the function or the indices of the matrix may follow a variety of conventions.
Arguments
- m
the matrix to be filled with values
- f
a function whose evaluation produces the entries for m
- period
number of seasons in a cycle
- maxlag
the maximal lag
- type
the indexing convention - "sl" (default) stands for a standard season-lag pair, "tt" is for time-time pair, "tl" is for time-lag pair, see ... for details.
Details
The internal representation for autocovariances and other quantities related to periodic correlation is a matrix with one row for each season. Methods for this generic provide a way to convert external structures to this format.
slMatrix calls fill.slMatrix when called with
appropriate argument f.
todo: need better explanation here!
Methods
signature(m = "ANY", f = "ANY")Issue an error message and stop. The default behaviour is not to allow filling with values from unknown objects.
signature(m = "matrix", f = "function")Fill the values by evaluating a function. The arguments of the function may be in "sl", "tt" or "tl" format.
signature(m = "matrix", f = "matrix")Fill the values of the slMatrix object from a matrix. The entries may be arranged in "sl", "tt" or "tl" format.
References
Boshnakov GN and Iqelan BM (2009). “Generation of time series models with given spectral properties.” J. Time Series Anal., 30(3), pp. 349–368. ISSN 0143-9782, doi:10.1111/j.1467-9892.2009.00617.x .
Boshnakov GN and Lambert-Lacroix S (2012). “A periodic Levinson-Durbin algorithm for entropy maximization.” Computational Statistics & Data Analysis, 56, pp. 15–24. ISSN 0167-9473, doi:10.1016/j.csda.2011.07.001 , https://www.sciencedirect.com/science/article/pii/S0167947311002556.