untransform_values

A <code>vec</code> with dimensions N x 1 that contains user-supplied initial values for parameters

theta

A <code>vector&lt;string&gt;</code> indicating the models that should be considered.

desc

A <code>field&lt;vec&gt;</code> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

objdesc

A <code>string</code> that contains the model type: <code>"imu"</code> or <code>"ssm"</code>

model_type

Undo the previous transform of parameter guesses to obtain the GMWM estimates.

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

untransform_values: Revert Transform Values for Display

Description

Usage

Arguments

Value