untransform_values

A <code>vec</code> with dimensions N x 1 that contains user-supplied initial values for parameters

theta

A <code>vector<string></string></code> indicating the models that should be considered.

desc

A <code>field<vec></vec></code> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

objdesc

A <code>string</code> that contains the model type: <code>"imu"</code> or <code>"ssm"</code>

model_type


Undo the previous transform of parameter guesses to obtain the GMWM estimates.


internal

Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

untransform_values: Revert Transform Values for Display

Description

Usage

Arguments

Value