theta_to_domain

Maps a real-valued optimization vector <code>theta</code> into the constrained
parameter space used by each model component.

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

theta_to_domain function

<dl><dt>model</dt>
<dd>A <code>time_series_model</code> or <code>sum_model</code>.</dd>
<dt>theta</dt>
<dd>Numeric vector in real space (typically from <code>optim</code>).</dd>
<dt>prep</dt>
<dd>Optional output from <code>prepare_optim_layout</code> for sum models.</dd></dl>

Arguments

Convert optimization parameters to domain parameters — theta_to_domain

<dl>

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


<dt>theta</dt>
<dd>Numeric vector in real space (typically from <code>optim</code>).</dd>


<dt>prep</dt>
<dd>Optional output from <code>prepare_optim_layout</code> for sum models.</dd>

</dl>

theta_to_domain: Convert optimization parameters to domain parameters

Description

Usage

Value

Arguments