pseudo_logit_inv

<p>A <code>vec</code> containing real numbers.</p>

<p>This function computes the pseudo inverse of a logit transformation of the parameters in order to constrain them to a positive domain</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 

pseudo_logit_inv function

Pseudo Logit Inverse Function — pseudo_logit_inv

Pseudo Logit Inverse Function

pseudo_logit_inv: Pseudo Logit Inverse Function

Description

Usage

Arguments

Value