desc.to.ts.model

A <code>character</code> vector containing: <code>"AR1"</code>,<code>"DR"</code>,<code>"WN"</code>,<code>"RW"</code>,<code>"QN"</code>

desc


Sets up the necessary backend for using Cpp functions to build R ts.model objects


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.

desc.to.ts.model: Create a ts.model from desc string

Description

Usage

Arguments

Value

Examples