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Fix in the reapply for the new ARIMA
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config-i1 committed Aug 12, 2024
1 parent 754184e commit 3c0e2cb
Showing 1 changed file with 4 additions and 8 deletions.
12 changes: 4 additions & 8 deletions R/adam.R
Original file line number Diff line number Diff line change
Expand Up @@ -9510,12 +9510,10 @@ reapply.adam <- function(object, nsim=1000, bootstrap=FALSE, heuristics=NULL, ..
switch(Etype,
"A"= arimaPolynomials$ariPolynomial[nonZeroARI[,1]] %*%
t(profilesRecentArray[j+componentsNumberARIMA,
1:initialArimaNumber, i]) /
tail(arimaPolynomials$ariPolynomial,1),
1:initialArimaNumber, i]),
"M"=exp(arimaPolynomials$ariPolynomial[nonZeroARI[,1]] %*%
t(log(profilesRecentArray[j+componentsNumberARIMA,
1:initialArimaNumber, i])) /
tail(arimaPolynomials$ariPolynomial,1)));
1:initialArimaNumber, i]))));
}
}
else{
Expand All @@ -9533,12 +9531,10 @@ reapply.adam <- function(object, nsim=1000, bootstrap=FALSE, heuristics=NULL, ..
switch(Etype,
"A"=arimaPolynomials$maPolynomial[nonZeroMA[,1]] %*%
t(profilesRecentArray[componentsNumberETS+componentsNumberARIMA,
1:initialArimaNumber, i]) /
tail(arimaPolynomials$maPolynomial,1),
1:initialArimaNumber, i]),
"M"=exp(arimaPolynomials$maPolynomial[nonZeroMA[,1]] %*%
t(log(profilesRecentArray[componentsNumberETS+componentsNumberARIMA,
1:initialArimaNumber, i])) /
tail(arimaPolynomials$maPolynomial,1)));
1:initialArimaNumber, i]))));
}
}
}
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