From 5a3c610cb877dcf8182828cf216ced561884d819 Mon Sep 17 00:00:00 2001
From: mitchelloharawild <mitch.ohara-wild@monash.edu>
Date: Wed, 27 Dec 2023 12:46:28 +1100
Subject: [PATCH 1/2] Added faster and better hfitted method for ETS model

---
 NAMESPACE |  1 +
 NEWS.md   |  3 ++-
 R/ets.R   | 20 ++++++++++++++++++++
 3 files changed, 23 insertions(+), 1 deletion(-)

diff --git a/NAMESPACE b/NAMESPACE
index d3fd21c7..5cc77f53 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -81,6 +81,7 @@ S3method(getResponse,mforecast)
 S3method(getResponse,tbats)
 S3method(head,ts)
 S3method(hfitted,default)
+S3method(hfitted,ets)
 S3method(logLik,ets)
 S3method(nobs,ets)
 S3method(plot,Arima)
diff --git a/NEWS.md b/NEWS.md
index 13fe3353..bf66bd03 100644
--- a/NEWS.md
+++ b/NEWS.md
@@ -1,6 +1,7 @@
 # forecast (development version)
   * hfitted now much faster for ARIMA models (danigiro, #949)
-
+  * hfitted now much faster for ETS models, and produces fitted values from 
+    initial states (#950)
 
 # forecast 8.21.1
   * nnetar now allows p or P to be 0
diff --git a/R/ets.R b/R/ets.R
index e2d256f1..bd48884a 100644
--- a/R/ets.R
+++ b/R/ets.R
@@ -1346,6 +1346,26 @@ fitted.ets <- function(object, h=1, ...) {
   }
 }
 
+#' @export
+hfitted.ets <- function(object, h=1, all_fits = FALSE, ...) {
+  n <- length(object$x)
+  out <- rep(NA_real_, n)
+  for(i in seq_len(n-h+1)) {
+    out[i+h-1] <- .C(
+      "etsforecast",
+      as.double(object$states[i, ]),
+      as.integer(object$m),
+      as.integer(switch(object$components[2], "N" = 0, "A" = 1, "M" = 2)),
+      as.integer(switch(object$components[3], "N" = 0, "A" = 1, "M" = 2)),
+      as.double(ifelse(object$components[4] == "FALSE", 1, object$par["phi"])),
+      as.integer(h),
+      as.double(numeric(h)),
+      PACKAGE = "forecast"
+    )[[7]][h]
+  }
+  out
+}
+
 #' @export
 logLik.ets <- function(object, ...) {
   structure(object$loglik, df = length(object$par) + 1, class = "logLik")

From 7f2e837258b96306861787383b7c1b6fad5ea668 Mon Sep 17 00:00:00 2001
From: mitchelloharawild <mitch.ohara-wild@monash.edu>
Date: Mon, 8 Jan 2024 15:50:18 +1100
Subject: [PATCH 2/2] Fix hfitted.ets generic consistency

---
 R/ets.R | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/R/ets.R b/R/ets.R
index bd48884a..ebb0aee4 100644
--- a/R/ets.R
+++ b/R/ets.R
@@ -1347,7 +1347,7 @@ fitted.ets <- function(object, h=1, ...) {
 }
 
 #' @export
-hfitted.ets <- function(object, h=1, all_fits = FALSE, ...) {
+hfitted.ets <- function(object, h=1, ...) {
   n <- length(object$x)
   out <- rep(NA_real_, n)
   for(i in seq_len(n-h+1)) {