ARMACoefficients

class ARMACoefficients(*args)

Coefficients of an ARMA process (MA or AR part).

Available constructors:

ARMACoefficients(size, dimension)

ARMACoefficients(coeffList)

ARMACoefficients(matrixColl)

Parameters:
sizeint,

The number of elements in the list.

dimensionint,

The dimension of each element in the list.

coeffLista list of floats,

In dimension 1, the list of the coefficients defining the recurrence of the ARMA process (MA or AR part).

matrixColla list of SquareMatrix

In dimension d, the collection of square matrices in \Rset^d \times \Rset^d defining the recurrence of the ARMA process (MA or AR part).

Notes

  • In the first constructor:

The elements are the null elements (scalar in dimension 1 and the null matrix in upper dimension).

  • In the other constructor:

The elements are specified in the constructor.

Examples

Create the coefficients defining the recurrence of an ARMA process:

>>> import openturns as ot
>>> myARCoef = ot.ARMACoefficients([0.4, 0.3, 0.2, 0.1])
>>> myMACoef = ot.ARMACoefficients([0.4, 0.3])

Methods

add(*args)

Add a new element in the list.

at(*args)

Access to an element of the collection.

clear()

Reset the collection to zero dimension.

find(val)

Find the index of a given value.

getClassName()

Accessor to the object's name.

getDimension()

Accessor to the dimension of coefficients in the list.

getId()

Accessor to the object's id.

getName()

Accessor to the object's name.

getShadowedId()

Accessor to the object's shadowed id.

getSize()

Get the collection's dimension (or size).

getVisibility()

Accessor to the object's visibility state.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

isEmpty()

Tell if the collection is empty.

resize(newSize)

Change the size of the collection.

select(marginalIndices)

Selection from indices.

setName(name)

Accessor to the object's name.

setShadowedId(id)

Accessor to the object's shadowed id.

setVisibility(visible)

Accessor to the object's visibility state.
__init__(*args)
add(*args)

Add a new element in the list.

Available usages:

add(coeff)

add(squareMat)

Parameters:
coefffloat

A new scalar coefficient added to the list composed with scalars.

squareMatSquareMatrix

A new element in the list composed with square matrices.

Returns:
  • In the first usage:
A new list of elements composed with scalars.
  • In the second usage:
A new list of elements composed with square matrices.
at(*args)

Access to an element of the collection.

Parameters:
indexpositive int

Position of the element to access.

Returns:
elementtype depends on the type of the collection

Element of the collection at the position index.

clear()

Reset the collection to zero dimension.

Examples

>>> import openturns as ot
>>> x = ot.Point(2)
>>> x.clear()
>>> x
class=Point name=Unnamed dimension=0 values=[]
find(val)

Find the index of a given value.

Parameters:
valcollection value type

The value to find

Returns:
indexint

The index of the first occurrence of the value, or the size of the container if not found. When several values match, only the first index is returned.

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDimension()

Accessor to the dimension of coefficients in the list.

Returns:
dimensionint

The dimension of elements in the list.

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:
idint

Internal unique identifier.

getSize()

Get the collection’s dimension (or size).

Returns:
nint

The number of components in the collection.

getVisibility()

Accessor to the object’s visibility state.

Returns:
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:
hasVisibleNamebool

True if the name is not empty and not the default one.

isEmpty()

Tell if the collection is empty.

Returns:
isEmptybool

True if there is no element in the collection.

Examples

>>> import openturns as ot
>>> x = ot.Point(2)
>>> x.isEmpty()
False
>>> x.clear()
>>> x.isEmpty()
True
resize(newSize)

Change the size of the collection.

Parameters:
newSizepositive int

New size of the collection.

Notes

If the new size is smaller than the older one, the last elements are thrown away, else the new elements are set to the default value of the element type.

Examples

>>> import openturns as ot
>>> x = ot.Point(2, 4)
>>> print(x)
[4,4]
>>> x.resize(1)
>>> print(x)
[4]
>>> x.resize(4)
>>> print(x)
[4,0,0,0]
select(marginalIndices)

Selection from indices.

Parameters:
indicessequence of int

Indices to select

Returns:
collsequence

Sub-collection of values at the selection indices.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:
idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.

Examples using the class

Estimate a multivariate ARMA process

Estimate a multivariate ARMA process

Estimate a scalar ARMA process

Estimate a scalar ARMA process

Create and manipulate an ARMA process

Create and manipulate an ARMA process