value

value.imu

A <code>gts</code>, <code>imu</code>, or <code>lts</code> object.

A <code>string</code> indicating the field to be retrieved.

type


Used to access different properties of the
 <code>gts</code>, <code>imu</code>, or <code>lts</code> object.


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.

Stephane Guerrier

gmwm

Generalized Method of Wavelet Moments

value function

<ul>
<li> <code>imu</code>: Access <code>imu</code> object properties
</li>
</ul>

value: Obtain the value of an object's properties

Description

Usage

Arguments

Value

Methods (by class)

Details