Function to create objects from class slMatrix

Provides a flexible way to create objects from class slMatrix. The entries may be specified in several ways.

Usage

slMatrix(init = NA, period, maxlag, seasonnames = seq(length = period),
         lagnames = as.character(0:maxlag), periodunit = "season",
         lagunit = "lag", f = NA, type = "sl")

Arguments

init: values for the the autocovariances, see also argument f.
period: the number of seasons in an epoch
maxlag: maximum lag to be stored
seasonnames: names of seasons (?)
lagnames: names of lags
periodunit: name of the period unit
lagunit: name of the unit for lags
f: function to evaluate or matrix to get the values of the autocovariances.
type: format or the arguments of f, see details.

Details

The internal representation of slMatrix is a matrix slot, m, of size period x (maxlag+1). It is created by a call to matrix() with init supplying the values (may be NAs). If init is a matrix values for period and maxlag are deduced (if not supplied) from its size.

Change on 21/06/2006: Now, if the length of init is smaller than that of m, the remaining values are filled with NA's (in the past the normal recycling rules of matrix() applied). The previous behaviour used to hide puzzling and difficult to track errors. I cannot be sure but this change should not affect old code.

If f is given it is used to populate the slot m by a call to fill.slMatrix. Normally in this case init=NA but this is not required.

Currently fill.slMatrix has methods for f of class "matrix" and "function". The arguments (or the indices) can be controlled by the argument type.

type="sl" - standard season-lag pair

type="tt" - time-time pair

type="tl" - standard season-lag pair

Value

An object of class slMatrix

Author

Georgi N. Boshnakov

Note

To do: additional work is needed on the case when the dimensions of init and the result are not the same (see the details section)