| Internals {PVAClone} | R Documentation |
Internal functions
Description
Functions used internally.
Usage
ts_index(x, type=c("density", "expectation"))
Arguments
x |
A vector of observations, possibly with missing values. |
type |
Character, type of index to calculate. |
Details
ts_index calculates positional indices of elements of a vector
that fulfill the following conditions when type = "density":
(1) if there is only one observation present before the first NA,
it is not selected, else, all the observations preceding to the
first NA are selected;
(2) if there is only one observation present after the last NA,
it is not selected, else, all the observations following the
last NA are selected;
(3) if there is only one observation present between two
consecutive NAs, it is not selected, else, all the
observations falling between two consecutive NAs are selected.
ts_index calculates positional indices of elements of a vector
that immediately follow a missing (NA) value if
type = "expectation". The reason for this
is that these elements depend on missing data given a first order
Markov process. As a result, these need different treatment in
calculating log densities for model selection.
Value
ts_index returns an integer vector.
Author(s)
Peter Solymos and Khurram Nadeem
Examples
## ts_index
x <- 1:20
x[c(3,4, 6, 10, 13:15, 20)] <- NA
ts_index(x, "density")
ts_index(x, "expectation")