code_zero

A <code>vec</code> that contains estimated GMWM theta values (untransformed).

theta


This function takes numbers that are very small and sets them to the minimal tolerance for C++.
Doing this prevents NaN from entering the optim routine.


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.

code_zero: Optim loses NaN

Description

Usage

Arguments

Value