fill_missing_parameters

Ensures any NULL / missing parameters are populated from the model's
<code>get_initial_parameters_function(signal)</code> while preserving any user-provided
parameters (assumed to be in the domain).

internal

Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Voirol, L., Xu, H., Zhang, Y., Insolia, L., Molinari, R. and Guerrier, S. (2024) <doi:10.48550/arXiv.2409.05160>.
The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals in presence of missing data.
The 'gmwmx2' package provides functions to load and plot Global Navigation Satellite System (GNSS) data from the Nevada Geodetic Laboratory and functions to estimate linear model model with correlated residuals in presence of missing data.

Lionel Voirol

gmwmx2

Estimate Functional and Stochastic Parameters of Linear Models
with Correlated Residuals and Missing Data

Haotian Xu

Yuming Zhang

Luca Insolia

Roberto Molinari

Stéphane Guerrier

fill_missing_parameters function

<dl><dt>model</dt>
<dd>A <code>time_series_model</code> or <code>sum_model</code>.</dd>
<dt>signal</dt>
<dd>Numeric vector used to derive initial parameters.</dd></dl>

Arguments

Fill missing model parameters using initial-parameter functions — fill_missing_parameters

<dl>

<dt>model</dt>
<dd>A <code>time_series_model</code> or <code>sum_model</code>.</dd>


<dt>signal</dt>
<dd>Numeric vector used to derive initial parameters.</dd>

</dl>

fill_missing_parameters: Fill missing model parameters using initial-parameter functions

Description

Usage

Value

Arguments