Merge pull request #166 from palatej/develop

Small improvements for the SSF (link with R)
jdemetra · Jul 10, 2024 · 415150b · 415150b
2 parents 088f60d + d976e5d
commit 415150b
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -7,10 +7,16 @@ to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
 ## [Unreleased]
 
+### Added
+
+- ![STAT] Add default matrices for the different state blocks
+- ![OTHER] Add methods for an easier access to the state blocks from R
+
 ### Fixed
 
 - ![OTHER] Fix category of advancedsa plugin
 - ![OTHER] Fix invalid OpenIDE-Module-Install in jdplus-advancedsa-desktop-plugin [#154](https://github.com/jdemetra/jdplus-incubator/issues/154)
+- ![UI] Fix the names of periodic components in high-frequency
 
 ## [2.1.0] - 2024-04-15
 

diff --git a/...se-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/ArInterpreter.java b/...se-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/ArInterpreter.java
@@ -53,6 +53,10 @@ public ArInterpreter(final String name, int degree, double defValue) {
         this.domain = new Domain(degree);
     }
 
+    public DoubleSeq values(){
+        return DoubleSeq.of(values);
+    }
+
     @Override
     public int dim(){
         return values.length;

diff --git a/...ase-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/AtomicModels.java b/...ase-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/AtomicModels.java
@@ -53,8 +53,8 @@
 @lombok.experimental.UtilityClass
 public class AtomicModels {
 
-    public StateItem arma(final String name, double[] ar, double[] ma, double var, boolean fixed) {
-        return new ArmaItem(name, ar, ma, var, fixed);
+    public StateItem arma(final String name, double[] ar, boolean fixedar, double[] ma, boolean fixedma, double var, boolean fixedvar) {
+        return new ArmaItem(name, ar, fixedar, ma, fixedma, var, fixedvar);
     }
 
     public StateItem sarima(final String name, int period, int[] orders, int[] seasonal, double[] parameters, boolean fixed, double var, boolean fixedvar) {

diff --git a/...us-sts-base-core/src/main/java/jdplus/sts/base/core/msts/BoundedParameterInterpreter.java b/...us-sts-base-core/src/main/java/jdplus/sts/base/core/msts/BoundedParameterInterpreter.java
@@ -75,6 +75,10 @@ private BoundedParameterInterpreter(final String name, double value, boolean fix
         this.fixed = fixed;
         this.range = new ParametersRange(lbound, ubound, open);
     }
+
+    public double value(){
+        return value;
+    }
 
     @Override
     public BoundedParameterInterpreter duplicate() {

diff --git a/...arent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/SarimaInterpreter.java b/...arent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/SarimaInterpreter.java
@@ -20,6 +20,7 @@
 import jdplus.toolkit.base.api.data.DoubleSeqCursor;
 import jdplus.toolkit.base.core.sarima.estimation.SarimaMapping;
 import jdplus.toolkit.base.api.arima.SarimaOrders;
+import jdplus.toolkit.base.api.data.DoubleSeq;
 
 /**
  *
@@ -40,6 +41,10 @@ public SarimaInterpreter(final String name, final SarimaOrders spec, final doubl
         this.np = spec.getParametersCount();
         this.fixed = fixed;
     }
+
+    public DoubleSeq values(){
+        return DoubleSeq.of(values);
+    }
 
     @Override
     public SarimaInterpreter duplicate(){

diff --git a/...us-sts-base-core/src/main/java/jdplus/sts/base/core/msts/StablePolynomialInterpreter.java b/...us-sts-base-core/src/main/java/jdplus/sts/base/core/msts/StablePolynomialInterpreter.java
@@ -42,6 +42,10 @@ public StablePolynomialInterpreter(final String name, @NonNull double[] values,
         this.fixed = fixed;
         this.domain = new Domain(values.length);
     }
+
+    public DoubleSeq values(){
+        return DoubleSeq.of(values);
+    }
 
     @Override
     public StablePolynomialInterpreter duplicate() {

diff --git a/...dplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/AggregationItem.java b/...dplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/AggregationItem.java
@@ -38,25 +38,34 @@ public AggregationItem(String name, StateItem[] cmps) {
         super(name);
         this.cmps = cmps;
     }
-    
+
     @Override
-    public AggregationItem duplicate(){
-        StateItem[] citems=new StateItem[cmps.length];
-        for (int i=0; i<citems.length; ++i)
-            citems[i]=cmps[i].duplicate();
+    public AggregationItem duplicate() {
+        StateItem[] citems = new StateItem[cmps.length];
+        for (int i = 0; i < citems.length; ++i) {
+            citems[i] = cmps[i].duplicate();
+        }
         return new AggregationItem(name, citems);
     }
 
     @Override
     public StateComponent build(DoubleSeq p) {
-        CompositeState.Builder builder = CompositeState.builder();
-        int pos = 0;
-        for (int i = 0; i < cmps.length; ++i) {
-            int n = cmps[i].parametersCount();
-            builder.add(cmps[i].build(p.extract(pos, n)));
-            pos += n;
+        if (p == null) {
+            CompositeState.Builder builder = CompositeState.builder();
+            for (int i = 0; i < cmps.length; ++i) {
+                builder.add(cmps[i].build(null));
+            }
+            return builder.build();
+        } else {
+            CompositeState.Builder builder = CompositeState.builder();
+            int pos = 0;
+            for (int i = 0; i < cmps.length; ++i) {
+                int n = cmps[i].parametersCount();
+                builder.add(cmps[i].build(p.extract(pos, n)));
+                pos += n;
+            }
+            return builder.build();
         }
-        return builder.build();
     }
 
     @Override

diff --git a/...-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArItem.java b/...-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArItem.java
@@ -66,10 +66,14 @@ public List<ParameterInterpreter> parameters() {
 
     @Override
     public StateComponent build(DoubleSeq p) {
-        int n = ar.getDomain().getDim();
-        double[] par = p.extract(0, n).toArray();
-        double w = p.get(n);
-        return SsfAr.of(par, w, nlags, zeroinit);
+        if (p == null) {
+            return SsfAr.of(ar.values().toArray(), v.variance(), nlags, zeroinit);
+        } else {
+            int n = ar.getDomain().getDim();
+            double[] par = p.extract(0, n).toArray();
+            double w = p.get(n);
+            return SsfAr.of(par, w, nlags, zeroinit);
+        }
     }
 
     @Override

diff --git a/...parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArItem2.java b/...parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArItem2.java
@@ -45,17 +45,17 @@ public ArItem2(String name, double[] ar, boolean fixedar, double var, boolean fi
         this.ar = new ArInterpreter(name + ".ar", ar, fixedar);
         this.v = new VarianceInterpreter(name + ".var", var, fixedvar, true);
     }
-    
-    private ArItem2(ArItem2 item){
+
+    private ArItem2(ArItem2 item) {
         super(item.name);
-        this.ar=item.ar.duplicate();
-        this.v=item.v.duplicate();
-        this.nlags=item.nlags;
-        this.nfcasts=item.nfcasts;
+        this.ar = item.ar.duplicate();
+        this.v = item.v.duplicate();
+        this.nlags = item.nlags;
+        this.nfcasts = item.nfcasts;
     }
-    
+
     @Override
-    public ArItem2 duplicate(){
+    public ArItem2 duplicate() {
         return new ArItem2(this);
     }
 
@@ -80,10 +80,14 @@ public List<ParameterInterpreter> parameters() {
 
     @Override
     public StateComponent build(DoubleSeq p) {
-        int n = ar.getDomain().getDim();
-        double[] par = p.extract(0, n).toArray();
-        double w = p.get(n);
-        return SsfAr2.of(par, w, nlags, nfcasts);
+        if (p == null) {
+            return SsfAr2.of(ar.values().toArray(), v.variance(), nlags, nfcasts);
+        } else {
+            int n = ar.getDomain().getDim();
+            double[] par = p.extract(0, n).toArray();
+            double w = p.get(n);
+            return SsfAr2.of(par, w, nlags, nfcasts);
+        }
     }
 
     @Override
@@ -105,7 +109,7 @@ public int defaultLoadingCount() {
     public int stateDim() {
         int n = ar.getDomain().getDim();
         if (nfcasts >= n) {
-            n = nfcasts+1;
+            n = nfcasts + 1;
         }
         return n + nlags;
     }

diff --git a/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArimaItem.java b/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArimaItem.java
@@ -61,17 +61,17 @@ public ArimaItem(String name, double[] ar, boolean fixedar, double[] diff, doubl
             bdiff = BackFilter.ONE;
         }
     }
-    
-    private ArimaItem(ArimaItem item){
+
+    private ArimaItem(ArimaItem item) {
         super(item.name);
-        this.par=item.par == null ? null : item.par.duplicate();
-        this.pma=item.pma == null ? null : item.pma.duplicate();
-        this.v=item.v.duplicate();
-        this.bdiff=item.bdiff;
+        this.par = item.par == null ? null : item.par.duplicate();
+        this.pma = item.pma == null ? null : item.pma.duplicate();
+        this.v = item.v.duplicate();
+        this.bdiff = item.bdiff;
     }
-    
+
     @Override
-    public ArimaItem duplicate(){
+    public ArimaItem duplicate() {
         return new ArimaItem(this);
     }
 
@@ -123,22 +123,36 @@ public List<ParameterInterpreter> parameters() {
     @Override
     public StateComponent build(DoubleSeq p) {
         BackFilter bar = BackFilter.ONE, bma = BackFilter.ONE;
-        int pos = 0;
-        if (par != null) {
-            int nar = par.getDomain().getDim();
-            Polynomial ar = Polynomial.valueOf(1, p.extract(0, nar).toArray());
-            bar = new BackFilter(ar);
-            pos += nar;
-        }
-        if (pma != null) {
-            int nma = pma.getDomain().getDim();
-            Polynomial ma = Polynomial.valueOf(1, p.extract(0, nma).toArray());
-            bma = new BackFilter(ma);
-            pos += nma;
+        if (p == null) {
+            if (par != null) {
+                Polynomial ar = Polynomial.valueOf(1, par.values().toArray());
+                bar = new BackFilter(ar);
+            }
+            if (pma != null) {
+                Polynomial ma = Polynomial.valueOf(1, pma.values().toArray());
+                bma = new BackFilter(ma);
+            }
+            double var = v.variance();
+            ArimaModel arima = new ArimaModel(bar, bdiff, bma, var);
+            return SsfArima.stateComponent(arima);
+        } else {
+            int pos = 0;
+            if (par != null) {
+                int nar = par.getDomain().getDim();
+                Polynomial ar = Polynomial.valueOf(1, p.extract(0, nar).toArray());
+                bar = new BackFilter(ar);
+                pos += nar;
+            }
+            if (pma != null) {
+                int nma = pma.getDomain().getDim();
+                Polynomial ma = Polynomial.valueOf(1, p.extract(0, nma).toArray());
+                bma = new BackFilter(ma);
+                pos += nma;
+            }
+            double var = p.get(pos++);
+            ArimaModel arima = new ArimaModel(bar, bdiff, bma, var);
+            return SsfArima.stateComponent(arima);
         }
-        double var = p.get(pos++);
-        ArimaModel arima = new ArimaModel(bar, bdiff, bma, var);
-        return SsfArima.stateComponent(arima);
     }
 
     @Override

diff --git a/...arent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArmaItem.java b/...arent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/ArmaItem.java
@@ -40,31 +40,31 @@ public class ArmaItem extends StateItem {
     private final StablePolynomialInterpreter par, pma;
     private final VarianceInterpreter v;
 
-    public ArmaItem(final String name, double[] ar, double[] ma, double var, boolean fixed) {
+    public ArmaItem(final String name, double[] ar, boolean fixedar, double[] ma, boolean fixedma, double var, boolean fixedvar) {
         super(name);
         int nar = ar == null ? 0 : ar.length, nma = ma == null ? 0 : ma.length;
         if (nar > 0) {
-            par = new StablePolynomialInterpreter(name + ".ar", ar, fixed);
+            par = new StablePolynomialInterpreter(name + ".ar", ar, fixedar);
         } else {
             par = null;
         }
         if (nma > 0) {
-            pma = new StablePolynomialInterpreter(name + ".ma", ma, fixed);
+            pma = new StablePolynomialInterpreter(name + ".ma", ma, fixedma);
         } else {
             pma = null;
         }
-        v = new VarianceInterpreter(name + ".var", var, true, true);
+        v = new VarianceInterpreter(name + ".var", var, fixedvar, true);
     }
 
-    private ArmaItem(ArmaItem item){
+    private ArmaItem(ArmaItem item) {
         super(item.name);
-        this.par=item.par == null ? null : item.par.duplicate();
-        this.pma=item.pma == null ? null : item.pma.duplicate();
-        this.v=item.v.duplicate();
-     }
-    
+        this.par = item.par == null ? null : item.par.duplicate();
+        this.pma = item.pma == null ? null : item.pma.duplicate();
+        this.v = item.v.duplicate();
+    }
+
     @Override
-    public ArmaItem duplicate(){
+    public ArmaItem duplicate() {
         return new ArmaItem(this);
     }
 
@@ -108,22 +108,36 @@ public List<ParameterInterpreter> parameters() {
     @Override
     public StateComponent build(DoubleSeq p) {
         BackFilter bar = BackFilter.ONE, bma = BackFilter.ONE;
-        int pos = 0;
-        if (par != null) {
-            int nar = par.getDomain().getDim();
-            Polynomial ar = Polynomial.valueOf(1, p.extract(0, nar).toArray());
-            bar = new BackFilter(ar);
-            pos += nar;
-        }
-        if (pma != null) {
-            int nma = pma.getDomain().getDim();
-            Polynomial ma = Polynomial.valueOf(1, p.extract(0, nma).toArray());
-            bma = new BackFilter(ma);
-            pos += nma;
+        if (p == null) {
+            if (par != null) {
+                Polynomial ar = Polynomial.valueOf(1, par.values().toArray());
+                bar = new BackFilter(ar);
+            }
+            if (pma != null) {
+                Polynomial ma = Polynomial.valueOf(1, pma.values().toArray());
+                bma = new BackFilter(ma);
+            }
+            ArimaModel arima = new ArimaModel(bar, BackFilter.ONE, bma, v.variance());
+            return SsfArima.stateComponent(arima);
+
+        } else {
+            int pos = 0;
+            if (par != null) {
+                int nar = par.getDomain().getDim();
+                Polynomial ar = Polynomial.valueOf(1, p.extract(0, nar).toArray());
+                bar = new BackFilter(ar);
+                pos += nar;
+            }
+            if (pma != null) {
+                int nma = pma.getDomain().getDim();
+                Polynomial ma = Polynomial.valueOf(1, p.extract(0, nma).toArray());
+                bma = new BackFilter(ma);
+                pos += nma;
+            }
+            double n = p.get(pos++);
+            ArimaModel arima = new ArimaModel(bar, BackFilter.ONE, bma, n);
+            return SsfArima.stateComponent(arima);
         }
-        double n = p.get(pos++);
-        ArimaModel arima = new ArimaModel(bar, BackFilter.ONE, bma, n);
-        return SsfArima.stateComponent(arima);
     }
 
     @Override
@@ -149,7 +163,7 @@ public ISsfLoading defaultLoading(int m) {
     public int defaultLoadingCount() {
         return 1;
     }
-    
+
     @Override
     public int stateDim() {
         int p = 0;

diff --git a/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/CycleItem.java b/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/internal/CycleItem.java
@@ -83,8 +83,12 @@ public List<ParameterInterpreter> parameters() {
 
     @Override
     public StateComponent build(DoubleSeq p) {
+        if (p == null){
+        return CyclicalComponent.stateComponent(factor.value(), period.value(), v.variance());
+        }else{
         double f = p.get(0), l = p.get(1), var = p.get(2);
         return CyclicalComponent.stateComponent(f, l, var);
+        }
     }
 
     @Override