Ejemplo n.º 1
0
 TestFunctionInstance(TsData data, IReadDataBlock parameters) {
   this.data = data;
   if (parameters != null) {
     params[0] = parameters.get(0);
     params[1] = parameters.get(1);
   }
   int n = data.getLength();
   int freq = data.getFrequency().intValue();
   S = new Matrix(n, freq - 1);
   SeasonalDummies s = new SeasonalDummies(data.getFrequency());
   s.data(data.getDomain(), S.columnList());
   ssfdata = new SsfData(data.getValues().internalStorage(), null);
   SsfRwAr1 rwar1 = new SsfRwAr1();
   rwar1.setRho(params[0]);
   ssf = new RwExtendedSsf(rwar1, S.subMatrix(), params[1] * params[1]);
 }