Obtains the GMWM starting value given by Yannick's objective function optimization
getObjFun(theta, desc, objdesc, model_type, omega, wv_empir, tau)A vec with dimensions N x 1 that contains user-supplied initial values for parameters
A vector<string> indicating the models that should be considered.
A field<vec> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))
A string containing the model type. Either 'imu' or 'ssm'
A mat that is the inverse of the diagonal of the V matrix.
A vec containing the empirical wavelet variance.
A vec that contains the scales of 2^(1:J), where J is the number of scales created by the decomposition.
A double that is the value of the Objective function under Yannick's starting algorithm