decomp_to_theo_wv

<p>A <code>mat</code> with scales as rows and processes as columns</p>

decomp

<p>This function computes the combined processes to WV (haar) in a given model.</p>

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

James Balamuta

Roberto Molinari

Justin Lee

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

decomp_to_theo_wv function

Decomposed WV to Single WV — decomp_to_theo_wv

Decomposed WV to Single WV

decomp_to_theo_wv: Decomposed WV to Single WV

Description

Usage

Arguments

Value