do_polyroot_arma

A <code>cx_vec</code> (complex vector) that has 1 in the beginning (e.g. c(1,3i,-3i))

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.

do_polyroot_arma: Root Finding C++

Description

Usage

Arguments