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# Author: srazbash and Rob J Hyndman
###############################################################################
checkAdmissibility <- function(opt.env, box.cox=NULL, small.phi=NULL, ar.coefs=NULL, ma.coefs=NULL, tau=0, bc.lower=0, bc.upper=1) {
# Check the range of the Box-Cox parameter
if (!is.null(box.cox)) {
if ((box.cox <= bc.lower) | (box.cox >= bc.upper)) {
return(FALSE)
}
}
# Check the range of small.phi
if (!is.null(small.phi)) {
if (((small.phi < .8) | (small.phi > 1))) {
return(FALSE)
}
}
# Check AR part for stationarity
if (!is.null(ar.coefs)) {
arlags <- which(abs(ar.coefs) > 1e-08)
if (length(arlags) > 0L) {
p <- max(arlags)
if (min(Mod(polyroot(c(1, -ar.coefs[1L:p])))) < 1 + 1e-2) {
return(FALSE)
}
}
}
# Check MA part for invertibility
if (!is.null(ma.coefs)) {
malags <- which(abs(ma.coefs) > 1e-08)
if (length(malags) > 0L) {
q <- max(malags)
if (min(Mod(polyroot(c(1, ma.coefs[1L:q])))) < 1 + 1e-2) {
return(FALSE)
}
}
}
# Check the eigen values of the D matrix
D.eigen.values <- eigen(opt.env$D, symmetric = FALSE, only.values = TRUE)$values
return(all(abs(D.eigen.values) < 1 + 1e-2))
}
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