decomp_theoretical_wv

A <code>vec</code> containing the list of estimated parameters.

theta

A <code>vector&lt;string&gt;</code> containing a list of descriptors.

desc

A <code>field&lt;vec&gt;</code> containing a list of object descriptors.

objdesc

A <code>vec</code> containing the scales e.g. \(2^{\tau}\)

This function computes each process to WV (haar) in a given model.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

decomp_theoretical_wv: Each Models Process Decomposed to WV

Description

Usage

Arguments

Value