fit_trigPAR_optim {pcts} | R Documentation |
Fit a subset trigonometric PAR model
Description
Fit a subset PAR model with trigonometric parameterisation.
Usage
fit_trigPAR_optim(x, order, nseasons, seasonof1st = 1, maxiter = 200,
harmonics = NULL, sintercept = FALSE, tol = 1e-07,
type = c("vecbyrow", "bylag"), verbose = TRUE)
Arguments
x |
time series. |
order |
order, an integer number. |
nseasons |
number of seasons, an integer number. |
seasonof1st |
season of the first observation. |
maxiter |
max number of iterations. |
harmonics |
the harmonics to include in the model, vector of non-negative integers. |
sintercept |
if |
tol |
when to stop the iterations. |
type |
type of parameterisation, currently one of |
verbose |
if |
Details
Fits a subset PAR model using trigonometric parameterisation, i.e. Fourier series for the periodic coefficients written in terms of sines and cosines.
If argument type
is bylag
, the parameters for each lag
are parameterised independently from other lags. If sintercept
is TRUE
, it has its own trigonometric representation.
If argument type
is vecbyrow
(“Vec operation by
row”), the PAR parameters are stacked in a vector with all parameters
for the first season, followed by all parameters for the second, and
so on. The trigonometric parameterisation for this vector is used.
So the fundamental frequency is 1/(nseasons * order)
.
If sintercept
is TRUE
when type = vecbyrow
, then
then the intercept for eaach season is put before the PAR parameters
and the fundamental frequency becomes 1/(nseasons * (order + 1)
.
Putting together the intercepts and the PAR parameters may not be very
useful for parsimonious trigonometric parameterisation, so to have a
separate set of coefficients for the intercepts set
attribute "merge"
of sintercept
to FALSE
.
Value
an object from class SubsetPM
Note
This function may change.
Author(s)
Georgi N. Boshnakov
Examples
## see examples for class "SubsetPM"