prepare_optim_layout

Build a bookkeeping structure that maps a flat optimization vector
(<code>theta</code>, in real/unconstrained space) to per-component parameter blocks.
This is used throughout the package to:<ul>
<li>Define a consistent parameter order for optimization.</li>
<li>Provide an initial parameter vector (<code>theta0</code>) in real space.</li>
<li>Record which subset of <code>theta</code> belongs to each component model.</li>
</ul>

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

prepare_optim_layout function

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

Arguments

Prepare optimization layout for a model — prepare_optim_layout

<dl>

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

</dl>

prepare_optim_layout: Prepare optimization layout for a model

Description

Usage

Value

Arguments

Details