Provides the core material to create an S3 object for auto.imu
auto_imu_cpp(data, combs, full_model, alpha, compute_v, model_type, K, H,
G, robust, eff, bs_optimism, seed)A mat containing multiple columns of independent data with the same number of observations.
A vector<string> that contains the largest / full model.
A double that indicates the alpha level for CIs.
A string indicating the type of V matrix to generate
A string that describes the model generation / transformation: 'ssm' or 'imu'
A int that controls how many times the GMWM is run.
A int that controls how many bootstraps occur.
A int that controls how many guesses occur.
A bool that indicates whether to use classical or robust wavelet variance.
A double that indicates the efficiency to use.
A bool that indicates whether the model selection score should be calculated with bootstrap or asymptotics.
A unsigned int that is the seed one wishes to use.
A vector<vector<string>> that gives a list of models to test.
A field<field<field<mat>>> that contains the model score matrix and the best GMWM model object.