Conditional moments for a solar model

Conditional moments for a solar model

Conditional moments for a solar model

Value

An R6 object of class solarMoment.

Details

R6 class used to compute and store conditional moment quantities from a fitted solarModel object over a forecast horizon.

Version 1.0.1.

Public fields

weights

Tibble containing intermediate forecast weights and moment components.

X0

Numeric vector used as the initial ARMA state.

H0

Numeric vector used as the initial GARCH state.

t_now

Date used as the conditioning date.

t_hor

Date used as the forecast horizon.

place

Character value identifying the reference place.

step

Integer number of forecast steps.

Active bindings

data

Tibble containing the stored moment summary for the horizon date.

ARMA

List of stored ARMA components used in moment calculations.

GARCH

List of stored GARCH components used in moment calculations.

R_min_max

List containing stored minimum and maximum radiation bounds.

M_Y

Numeric vector built from M_Y1 and M_Y0 in the stored data summary.

S_Y

Numeric vector built from S_Y1 and S_Y0 in the stored data summary.

probs

Numeric vector currently built from the stored p1 value.

Methods

Public methods

• solarMoment$new()

• solarMoment$filter()

• solarMoment$filter_ARMA()

• solarMoment$filter_NM()

• solarMoment$filter_GARCH()

• solarMoment$filter_weights()

• solarMoment$print()

• solarMoment$clone()

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Method new()

Initialize a solarMoment object.

Usage

solarMoment$new(model, t_now, t_hor)

Arguments

model

A fitted solarModel object.

t_now

Date or character value coercible to Date. Conditioning date.

t_hor

Date or character value coercible to Date. Forecast horizon date.

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Method filter()

Run the moment filtering steps.

Usage

solarMoment$filter(theta = 0, B = NULL, t_cond = NULL)

Arguments

theta

Numeric value passed to filter_NM().

B

Optional vector or value passed to filter_NM().

t_cond

Optional date vector passed to filter_NM().

Returns

Updates the object in place.

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Method filter_ARMA()

Update ARMA forecast weights.

Usage

solarMoment$filter_ARMA()

Returns

Updates the weights field in place.

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Method filter_NM()

Update mixture moment components.

Usage

solarMoment$filter_NM(theta = 0, B = NULL, t_cond = NULL)

Arguments

theta

Numeric value used to shift mixture component means.

B

Optional vector or value used with t_cond to condition mixture weights.

t_cond

Optional date vector identifying conditioning dates.

Returns

Updates the weights field in place.

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Method filter_GARCH()

Update GARCH moment components.

Usage

solarMoment$filter_GARCH()

Returns

Updates the weights field in place.

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Method filter_weights()

Combine forecast weights into stored moment summaries.

Usage

solarMoment$filter_weights()

Returns

Updates the weights field and active data summary in place.

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Method print()

Print a summary of the conditional moment object.

Usage

solarMoment$print()

Returns

Invisibly returns NULL.

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Method clone()

The objects of this class are cloneable with this method.

Usage

solarMoment$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.