create_A_matrix.RdDefine matrix A of the functional model
create_A_matrix(t_nogap, jumps, n_seasonal)A vector specifying the index of the time series.
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.
An integer specifying the number of sinusoidal signals in the time series.
Matrix A in order to compute the functional component of the model in a linear fashion
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)
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9]
#> [1,] 1 -1824.5 -0.6708865 0.7415600 -0.9950053 0.09982256 0 0 0
#> [2,] 1 -1823.5 -0.6580313 0.7529906 -0.9909827 0.13398974 0 0 0
#> [3,] 1 -1822.5 -0.6449813 0.7641984 -0.9857873 0.16799833 0 0 0
#> [4,] 1 -1821.5 -0.6317404 0.7751800 -0.9794251 0.20180808 0 0 0
#> [5,] 1 -1820.5 -0.6183126 0.7859322 -0.9719037 0.23537897 0 0 0
#> [6,] 1 -1819.5 -0.6047019 0.7964519 -0.9632319 0.26867128 0 0 0
A <- create_A_matrix(1:n, jumps = NULL, n_seasonal = nbr_sin)
head(A)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 1 -1824.5 -0.6708865 0.7415600 -0.9950053 0.09982256
#> [2,] 1 -1823.5 -0.6580313 0.7529906 -0.9909827 0.13398974
#> [3,] 1 -1822.5 -0.6449813 0.7641984 -0.9857873 0.16799833
#> [4,] 1 -1821.5 -0.6317404 0.7751800 -0.9794251 0.20180808
#> [5,] 1 -1820.5 -0.6183126 0.7859322 -0.9719037 0.23537897
#> [6,] 1 -1819.5 -0.6047019 0.7964519 -0.9632319 0.26867128