gen_lts_cpp

An <code>interger</code> containing the amount of observations for the time series.

A <code>vec</code> containing the parameters to use to generate the model.

theta

A <code>vector&lt;string&gt;</code> containing the different model types (AR1, WN, etc..).

desc

A <code>field&lt;vec&gt;</code> containing the different model objects e.g. AR1 = c(1,1)

objdesc

Create a latent time series based on a supplied time series 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

gen_lts_cpp: Generate Latent Time Series based on Model (Internal)

Description

Usage

Arguments

Value