ar1_draw

Sets starting parameters for each of the given parameters.

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

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

ar1_draw function

<dl><dt>draw_id</dt>
<dd>An <code>unsigned int</code> that contains the draw principles.</dd>
<dt>last_phi</dt>
<dd>A <code>double</code> containing the last guessed phi value.</dd>
<dt>sigma2_total</dt>
<dd>A <code>double</code> that contains the sum of all WVs.</dd>
<dt>model_type</dt>
<dd>A <code>string</code> that describes the model transformation.</dd></dl>

Arguments

Randomly guess starting parameters for AR1 — ar1_draw

<dl>

<dt>draw_id</dt>
<dd>An <code>unsigned int</code> that contains the draw principles.</dd>


<dt>last_phi</dt>
<dd>A <code>double</code> containing the last guessed phi value.</dd>


<dt>sigma2_total</dt>
<dd>A <code>double</code> that contains the sum of all WVs.</dd>


<dt>model_type</dt>
<dd>A <code>string</code> that describes the model transformation.</dd>

</dl>

Randomly guess starting parameters for AR1

ar1_draw: Randomly guess starting parameters for AR1

Description

Usage

Value

Arguments