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Put core MixAR coefficients into a canonical form, internal function

xxcanonic_coef.Rd

Put core MixAR coefficients into a canonical form, internal function.

Usage

.canonic_coef(coef, filler)

Arguments

coef

the core coefficients of a MixAR model, a list.

filler

a value for filling unspecified entries, such as NA_real_.

Details

This is an internal function called by mixAR to put MixAR parameters into a canonical form. "shift", "scale" and "prob" are normally vectors with one element for each component but they may also be given as a single number, in which case it is taken to be the common value for all parameters and .canonic_coef extends them correspondingly. Also, the AR coefficients may be specified in a number of ways and this function converts them to the format used by the MixAR classes.

Value

a list with the folowing components:

order

MixAR order, a vector of integers

prob

MixAR probabilities, vector of lengthlength(order)

shift

MixAR shift parameters, vector of lengthlength(order)

scale

MixAR scle parameters, vector of lengthlength(order)

arcoef

AR coefficients as a "raggedCoef" object

Author

Georgi N. Boshnakov

See also

mixAR

Examples

## missing components are filled with 'filler', extended accordingly
mixAR:::.canonic_coef(list(order = c(2,3)), filler = NA)
#> $order
#> [1] 2 3
#> 
#> $prob
#> [1] NA NA
#> 
#> $shift
#> [1] NA NA
#> 
#> $scale
#> [1] NA NA
#> 
#> $arcoef
#> An object of class "raggedCoef"
#> Number of rows: 2 
#> Components' lengths: 2 3 
#> 
#>             co_1 co_2 co_3
#> Component_1  NA   NA      
#> Component_2  NA   NA   NA 
#> 
#> 

# here 'scale' is replicated, the missing 'shift' is inserted
mo <- list(order = c(2,3), prob = c(0.4, 0.6), scale = 1,
           arcoef = list(c(0.5, -0.5), c(1.1,  0.0, -0.5)) )
mixAR:::.canonic_coef(mo, filler = NA)
#> $order
#> [1] 2 3
#> 
#> $prob
#> [1] 0.4 0.6
#> 
#> $scale
#> [1] 1 1
#> 
#> $arcoef
#> An object of class "raggedCoef"
#> Number of rows: 2 
#> Components' lengths: 2 3 
#> 
#>             co_1 co_2 co_3
#> Component_1 0.5  -0.5     
#> Component_2 1.1   0.0 -0.5
#> 
#> 
#> $shift
#> [1] NA NA
#>