Compute Theoretical ACF for an ARMA Process
Create an Autoregressive P [AR(P)] Process
ARMA process to WV approximation
Hook into R's ARIMA function
Create a Gauss-Markov (GM) Process
Create an Moving Average Q [MA(Q)] Process
ARMA process to WV
Converting an ARMA Process to an Infinite MA Process
Bootstrap for Everything!
Plot the Wavelet Variances of IMU Object in Combined Type
Plot the Latent Time Series Graph
Generate eta3 confidence interval
Computes the MO/DWT wavelet variance for multiple processes
Create an White Noise (WN) Process
AR1 process to WV
Create a ts.model from desc string
Generate a Demo about the Latent Time Series
Compare GMWM Model Fits with ggplot2 (Internal)
Formats the model score matrix
Create an Random Walk (RW) Process
Calculate the Allan Variance
Analytic second derivative matrix for drift process
Bootstrap for Matrix V
Analytic D matrix of Processes
Print Maximum Overlap Discrete Wavelet Transform
Create Combination Matrix
Generate eta3 robust confidence interval
Find the auto imu result
B Matrix
Create an Autoregressive Moving Average (ARMA) Process
Absolute Value or Modulus of a Complex Number.
Build List of Unique Models
Generate the ts model object's theta vector
Retrieve GMWM starting value from Yannick's objective function
Plot the Wavelet Variances of IMU Object
Get the model in a gmwm object
Format the Confidence Interval for Estimates
Plot Time Series Data
Count Models
Automatically select appropriate model for IMU
Haar filter construction
Find the Common Denominator of the Models
Transform AR1 to GM
Bootstrap for Standard Deviations of Theta Estimates
Generate a drift
Generate the Confidence Interval for GOF Bootstrapped
Generate a random walk without drift
Graph Solution of the Generalized Method of Wavelet Moments Non-individually
Helper Function for ARMA to WV Approximation
GM Conversion
Graphically Compare GMWM Models Constructed by the Same Data
Engine for obtaining the GMWM Estimator
Wrapper to Automatic Model Selection Results of IMU Object
Plot the Wavelet Variances of IMU Object in Split Type
Create a GMWM TS Object based on data
Compute Maximal-Overlap Allan Variance using Means
Generate Latent Time Series based on Model (Internal)
Extract Object
Removal of Boundary Wavelet Coefficients
Print gmwm object
Routing function for summary info
Generate a white noise process
Generate a sequence of values based on supplied number
Update Wrapper for the GMWM Estimator
Frequent Graph Setting for Paper
Wrapper to Graph Solution of the Generalized Method of Wavelet Moments
Computes the (MODWT) wavelet variance
Print Wavelet Variances
TS Model Checks
Graph Solution of the Generalized Method of Wavelet Moments for Each Process
Computes the (MODWT) wavelet covariance matrix
Time Series Convolution Filters
Create an Autoregressive 1 [AR(1)] Process
Automatic Model Selection Results of IMU Object
Create a Wvar object
Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Randomly guess starting parameters for ARMA
Check Invertibility Conditions
Create an Drift (DR) Process
Compute Tau-Overlap Allan Variance
Lagged Differences in Armadillo
Analytic D matrix for drift process
Generate an AR(1) sequence
Graph Solution of the Generalized Method of Wavelet Moments
Brickwall functionality for MO/DWT
Generate a Confidence intervval for a Univariate Time Series
Compare Wavelet Variances
Compute the GOF Test
Root Finding C++
Discrete Fourier Transformation for Autocovariance Function
Compute the Bootstrapped GoF Test
Graphically Compare GMWM Model Fit
Obtain the value of an object's properties
GMWM for Sensors, ARMA, SSM, and Robust
Discrete Wavelet Transform
Discrete Wavelet Transform
Latest Version of Package on CRAN
Master Wrapper for the GMWM Estimator
Expected value DR
Analytic D matrix random walk process
Optim loses NaN
Analytic D matrix quantisation noise process
Create a GMWM TS Object based on model
Calculates the Jacobian for the ARMA process
Bootstrap for Estimating Both Theta and Theta SD
Order AR1s by size of phi.
Obtain the value of an object's properties
Variance DR
Emulate ggplot2 default color palette
Generate Latent Time Series Object Based on Data
Bootstrap for Optimism and GoF
Mean of the First Difference of the Data
Read an IMU Binary File into R
Analytic D matrix of Processes
Print function for rank.models object
Drift to WV
Pseudo Logit Function
Retrieve GMWM starting value from Yannick's objective function
Logit Function
Generate the ts model object's process desc
Find Quantiles
Decomposed WV to Single WV
Randomly guess a starting parameter
Wrapper Function to Plot the Graph of Latent Time Series
Print function for auto.imu object
Model Score
Quadrature Mirror Filter
Print Discrete Wavelet Transform
Reverse Armadillo Vector
GMWM for (Robust) Sensor
Automatically select appropriate model for a set of models
Obtain the smallest polynomial root
Generate a Wave Variance for a Univariate Time Series
Maximum Overlap Discrete Wavelet Transform
Find the Rank Models result
Transform an Armadillo field to a matrix
Wavelet Variance
Summary Allan Variance
Multiple a ts.model by constant
Each Models Process Decomposed to WV
Bootstrap for Optimism
Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments
Reverse Subset Row
Print Asymptotic Covariance Matrix
Subset an IMU Object
Second moment DR
Update GMWM object for sensor, ARMA, SSM, and Robust
Revert Transform Values for Display
Detail Implementation to Compare Wavelet Variances
Calculate the Asymptotic Covariance Matrix
Install IMU Data Package
Logit Inverse Function
Order the Model
Update the Attributes of Objects
Generate the ts model object description
Generate ARMA
Transform Values for Optimization
Generate Latent Time Series Object Based on Model
Generate the Confidence Interval for Theta Estimates
Convert Unit of Time Series Data
Update Object Attribute
Multiple a ts.model by constant
Indirect Inference for ARMA
Print summary.gmwm object
Wrapper to ggplot Wavelet Variances Graph
Generate a sequence of values
Wrapper Function to Plot the Wavelet Variances of IMU Object
Computes the (MODWT) wavelet variance
Plot Allan Variance
Time Series Recursive Filters
Formats the rank.models (auto.imu) object
Integer Check
Randomly guess starting parameters for AR1
Generate Time Series based on Model (Internal)
Logit2 Inverse Function
Generate a Quantisation Noise (QN) sequence
Plot Time Series Data
Quantisation Noise to WV
Computes the MODWT scales
Is GMWM Object
Analytic D matrix white noise process
Randomly guess a starting parameter
Logit Function
Maximum Overlap Discrete Wavelet Transform
Place Legend
Print GMWM Data Object
Reverse Subset Column
Add ts.model objects together
Indirect Inference for ARMA
Read an IMU Binary File into R
Sort Matrix by Column
Model Process to WV
Summary of Wavelet Variances
Summary Maximum Overlap Discrete Wavelet Transform
White Noise to WV
Random Walk to WV
Summary Discrete Wavelet Transform
Select the Wavelet Filter
Summary of GMWM object
Conversion function of Vector to Set
ARMA Adapter to ARMA to WV Process function
Summary Wavelet Covariance Matrix
Accumulation of Armadillo field
Prints Allan Variance
Summary function for rank.models object
Absolute Value or Modulus of a Complex Number Squared.
Create an Quantisation Noise (QN) Process
Graph Wavelet Variances
Calculate the Psi matrix
Analytic second derivative matrix for AR(1) process
Analytic D matrix for AR(1) process
Root Finding C++
Transform GM to AR1
Internal IMU Object Construction
Generalized Method of Wavelet Moments (GMWM) Package
Create an IMU Object
Pseudo Logit Inverse Function
Summary function for auto.imu object