conv.ar1.to.gm

conv.gm.to.ar1

Convert from AR1 to GM and vice-versa

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 

conv.ar1.to.gm function

<dl><dt>theta</dt>
<dd>A <code>numeric vector</code> containing the theta values</dd>
<dt>process.desc</dt>
<dd>A <code>character vector</code> containing the names of parameters.</dd>
<dt>freq</dt>
<dd>A <code>double</code> indicating the frequency of the data.</dd></dl>

Arguments

Author

GM Conversion — conv.ar1.to.gm

<dl>

<dt>theta</dt>
<dd>A <code>numeric vector</code> containing the theta values</dd>


<dt>process.desc</dt>
<dd>A <code>character vector</code> containing the names of parameters.</dd>


<dt>freq</dt>
<dd>A <code>double</code> indicating the frequency of the data.</dd>

</dl>

GM Conversion

conv.ar1.to.gm: GM Conversion

Description

Usage

Arguments

Author