Usage
guess_initial(desc, objdesc, model_type, num_param, expect_diff, N, wv, tau, ranged, G)
Arguments
desc
A vector that contains the model's components.
objdesc
A field that contains an object description (e.g. values) of the model.
model_type
A string that indicates whether it is an SSM or sensor.
num_param
An unsigned int number of parameters in the model (e.g. # of thetas).
expect_diff
A double that contains the mean of the first difference of the data
N
A integer that contains the number of observations in the data.
tau
A vec that contains the scales. (e.g. 2^(1:J))
G
A integer that indicates how many random draws that should be performed.
wv_empir
A vec that contains the empirical wavelet variance.
double
A double that contains the drift slope given by $(Max-Min)/N$