Creates a rgmwm object to compare the results generated by robust/classical method.
rgmwm(model, data, eff = c(0.9, 0.8, 0.6), ...)A ts.model object containing one of the allowed models.
A matrix or data.frame object with only one column (e.g. \(N \times 1\)), or a lts object, or a gts object.
A double vector between 0 and 1 that indicates the efficiency.
Other arguments passed to the main gmwm function.
A rgmwm object
By default, the rgmwm function will fit a classical gmwm
object. From there, the user has the ability to specify any eff that is
less than or equal to 0.99.