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.