# UtilitiesVGAMextra

##### Utility Functions for the VGAMextra Package

A set of common utility functions required by time series family functions at 'VGAMextra'.

##### Usage

```
Is.Numeric(x, isInteger = FALSE, length.arg = NULL, Nnegative = NULL)
is.FormulaAR(Model = ~ 1, Resp = 1)
cross.gammas(x, y = NULL, lags = 1)
WN.lags(y, lags, to.complete = NULL)
extract.Residuals(object, TSprocess,...)
fittedVGAMextra(object,...)
weightsVGAMextra(object, type.w = "prior",...)
XLMmat(object,...)
```

##### Arguments

- x
A vector of quantiles. Particularly, for

`Is.Numeric`

it is a single number (or vector) to be tested: Whether is numeric or not.- y
Vector of quantiles to be lagged. Then, the

*cross - covariances*are computed from \(x\) and \(y_t\), \(x\) and \(y_{t -1}\), etcetera.- isInteger
Logical. If

`TRUE`

, it verifies that quantiles`x`

are integers. Default is`FALSE`

.- lags
Integer indicating the number of lags or

*delays*to be applied to vector`y`

. Then, calculate the cross-covariance between the pair of signals`x`

and delayed samples computed from`y`

.- length.arg
Integer. If

`length.arg > 0`

, it verifies that the length of`x`

matches`length.arg`

.- Model
Formula. A symbolic form of the models fitted by the

`vglm`

call. See`formula`

for further details.- Nnegative
Logical. If

`TRUE`

, it verifies that`x`

(all entries) are positive.- Resp
Integer. The number of

*responses*in the`Model`

. It must macth the number of respones entered in the`vglm`

call.- object
An object of class

`'vglm'`

. See`vglm-class`

for details.- TSprocess
Logical, what time series model is being fitted. Choices are

`'AR', 'MA', 'ARMA'`

and`'ARIMA'`

.- type.w
Character. What type of

`weights`

are to be used. Default is`"prior"`

. These are extracted from the slot`@prior.weights`

of`object`

.- to.complete
Use this argument to fill in the first 'p' observations when computing the lagged vectors in time series.

- ...
Additional parameters required by function

`extract.Residuals`

.

##### Details

A set of utility functions in VGAMextra for different purposes.

Specially for time series family functions in VGAMextra which involve specific checks on the majority of arguments entered by the user.

##### Value

`Is.Numeric()`

returns a logical vector (or value)
(`TRUE`

or `FALSE`

), after verifying whether quantiles
`x`

satisfies all conditions entered.

For `is.FormulaAR()`

, this function returns a logical value,
after verifying whether the expression entered for the `Model`

argument in `cm.ARMA`

is an
object of class ``formula`

'.

Particularly, `cross.gammas()`

computes either the single lagged
covariance(s) from quantiles given in `x`

or the
lagged cross-covariance(s) from values given in `x`

and `y`

.

`extract.Residuals()`

extracts the residuals of the process from
slot `@residuals`

, whilst

`fittedVGAMextra`

and `weightsVGAMextra`

return the
fitted values and the weights from the `vglm`

object,
correspondingly.

`isNA`

and `inspectVGAMextra`

are essentially required when
implementing link functions in VGAMextra.

##### See Also

##### Examples

```
# NOT RUN {
# Example 1.
myModel1 <- ~ x1 + x2
is.FormulaAR(myModel1) # TRUE
test <- list( cbind(y1, y2) ~ x1, ~ x2 - 1)
is.FormulaAR(test) # FALSE
is.FormulaAR(test[[1]], 2) # TRUE
# Example 2.
x1 <- c(1:3, 4.5, -Inf)
Is.Numeric(x1) # TRUE
Is.Numeric(x1, length.arg = 5) # TRUE
Is.Numeric(x1, length.arg = 5, isInteger = TRUE) # FALSE
Is.Numeric(x1, length.arg = 5, Nnegative = TRUE) # FALSE
# Example 3.
# Here, 'cross.gammas' computes Cov(x, y_{t - 1}), Cov(x, y_{t - 2}) and
# Cov(x, y_{t - 3}).
x <- runif(50)
y <- runif(50)
cross.gammas(x, y, lags = 3)
# }
```

*Documentation reproduced from package VGAMextra, version 0.0-1, License: GPL-2*