gmwmx (version 1.0.3)

create_A_matrix: Define matrix A of the functional model

Description

Define matrix A of the functional model

Usage

create_A_matrix(t_nogap, jumps, n_seasonal)

Value

Matrix A in order to compute the functional component of the model in a linear fashion

Arguments

t_nogap

A vector specifying the index of the time series.

jumps

A vector specifying the time at which there is a mean shift of the time series. Should be specified to NULL if there is not presence of offsets in the signal.

n_seasonal

An integer specifying the number of sinusoidal signals in the time series.

Examples

n= 10*365
jump_vec <- c(200, 300, 500)
nbr_sin = 2
A <- create_A_matrix(1:n, jump_vec, n_seasonal = nbr_sin)
head(A)
A <- create_A_matrix(1:n, jumps = NULL, n_seasonal = nbr_sin)
head(A)