D_matrix

A <code>vec</code> containing the list of estimated parameters.

theta

A <code>vector<string></string></code> containing a list of descriptors.

desc

A <code>field<vec></vec></code> containing a list of object descriptors.

objdesc

A <code>vec</code> containing the scales e.g. 2^(1:J)

A <code>vec</code> that contains the result of Omega * (wv_empir - wv_theo)

omegadiff


This function computes each process to WV (haar) in a given model.


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.

D_matrix: Analytic D matrix of Processes

Description

Usage

Arguments

Value

Details

Examples