Merge branch 'master' of github.com:nicholasjclark/mvgam

NAMESPACE

@@ -51,6 +51,9 @@ S3method(summary,mvgam_prefit)
 S3method(update,mvgam)
 S3method(variables,mvgam)
 export("%>%")
+export(AR)
+export(RW)
+export(VAR)
 export(add_tweedie_lines)
 export(code)
 export(compare_mvgams)

R/RW.R

@@ -0,0 +1,68 @@
+#' Specify autoregressive dynamic processes
+#'
+#' Set up a autoregressive or autoregressive moving average trend models
+#' in \code{mvgam}. These functions do not evaluate their arguments –
+#' they exist purely to help set up a model with particular autoregressive
+#' trend models.
+#' @param ma \code{Logical} Include moving average terms of order \code{1}?
+#' Default is \code{FALSE}. Note, this option is only currently operational
+#' for fitting VARMA models. Support for other models (AR and RW) is upcoming.
+#' @param cor \code{Logical} Include correlated process errors as part of a
+#' multivariate normal process model? If \code{TRUE} and if \code{n_series > 1}
+#' in the supplied data, a fully structured covariance matrix will be estimated
+#' for the process errors. Default is \code{FALSE}. Note, this option is only currently operational
+#' for fitting VAR / VARMA models. Support for other models (AR and RW) is upcoming.
+#' @param p A non-negative integer specifying the autoregressive (AR) order.
+#' Default is \code{1}. Cannot currently be larger than \code{3}
+#' @return An object of class \code{mvgam_trend}, which contains a list of
+#' arguments to be interpreted by the parsing functions in \code{mvgam}
+#' @rdname RW
+#' @export
+RW = function(ma = FALSE, cor = FALSE){
+  if(ma){
+    stop('Moving average terms not yet supported for RW models',
+         call. = FALSE)
+  }
+  if(cor){
+    stop('Correlated errors not yet supported for RW models',
+         call. = FALSE)
+  }
+  out <- structure(list(trend_model = 'RW',
+                        ma = ma,
+                        cor = cor,
+                        label = match.call()),
+                   class = 'mvgam_trend')
+}
+
+#' @rdname RW
+#' @export
+AR = function(p = 1, ma = FALSE, cor = FALSE){
+  if(ma){
+    stop('Moving average terms not yet supported for AR models',
+         call. = FALSE)
+  }
+  if(cor){
+    stop('Correlated errors not yet supported for AR models',
+         call. = FALSE)
+  }
+  validate_pos_integer(p)
+  if(p > 3){
+    stop("Argument 'p' must be <= 3",
+         call. = FALSE)
+  }
+  out <- structure(list(trend_model = paste0('AR', p),
+                        ma = ma,
+                        cor = cor,
+                        label = match.call()),
+                   class = 'mvgam_trend')
+}
+
+#' @rdname RW
+#' @export
+VAR = function(ma = FALSE, cor = FALSE){
+  out <- structure(list(trend_model = 'VAR',
+                        ma = ma,
+                        cor = cor,
+                        label = match.call()),
+                   class = 'mvgam_trend')
+}