[R] predict.HoltWinters source misunderstanding.
rkevinburton at charter.net
rkevinburton at charter.net
Thu Aug 20 16:50:32 CEST 2009
If I look in the stats package for the 'R' source code for predict.HoltWinters I see the following lines:
vars <- function(h) {
psi <- function(j) object$alpha * (1 + j * object$beta) +
(j%%f == 0) * object$gamma * (1 - object$alpha)
var(residuals(object)) * if (object$seasonal == "additive")
sum(1, (h > 1) * sapply(1L:(h - 1), function(j) crossprod(psi(j))))
There is more source code but my question is on the call to crossprod(psi(j)). Looking at the psi function I could see no elements that are vectors (or matrices) or that result in such. In fact if I replace the call to crossprod with:
sum(1, (h > 1) * sapply(1L:(h - 1), function(j) {
r <- psi(j)
r*r
} ))
I get the same results. If I further augment my test by printing out the length of the return value from 'psi' I can see no case where 'psi' would return anything but a single number. So my question is, why the call to crossprod when simply squaring the number will do. Am I missing a case when the members of the HoltWinters fit would be vectors and then crossprod would be appropriate or is this just an oversight?
Thank you.
Kevin
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