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]);
}
double[] scomponent() {
DisturbanceSmoother smoother = new DisturbanceSmoother();
smoother.setSsf(ssf);
smoother.process(ssfdata);
SmoothingResults sstates = smoother.calcSmoothedStates();
double[] cmp = new double[ssfdata.getCount()];
DataBlock z = new DataBlock(ssf.getStateDim());
DataBlock zc = z.drop(2, 0);
for (int i = 0; i < cmp.length; ++i) {
zc.copy(S.row(i));
cmp[i] = sstates.zcomponent(i, z);
}
return cmp;
}
