GPoM (version 1.4)

regSeries: Estimates the monomial time series

Description

Creates time series by multiplying given time series among them.

Usage

regSeries(nVar, dMax, series, dMin = 0, pReg = NULL)

Value

rpFull A matrix of time series. Each column corresponds to one regressor such as \(X_1^2 X_3 X_4\)

Arguments

nVar

Number of variables considered in the polynomial formulation.

dMax

Maximum degree of the polynomial formulation.

series

A matrix containing the original time series from which the monomials are built. Each column corresponds to one given variable.

dMin

The minimum negative degree of the polynomial formulation (0 by default).

pReg

A matrix filled, for each column, with powers of time series used to create.

Author

Sylvain Mangiarotti

Examples

data(TSallMod_nVar3_dMax2)
sprottK <- as.matrix(TSallMod_nVar3_dMax2$SprK$reconstr)[,2:4]
dMax <- 2
nVar <- dim(sprottK)[2]

#Example 1
polySeries1 <- regSeries(nVar, dMax, sprottK)

#Example 2
p <- c(1,3,1)
polySeries2 <- regSeries(nVar, dMax, sprottK, pReg=p)