pseudo_logit_inv

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

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 

pseudo_logit_inv function

<dl><dt>x</dt>
<dd>A <code>vec</code> containing real numbers.</dd></dl>

Arguments

Author

Pseudo Logit Inverse Function — pseudo_logit_inv

<dl>

<dt>x</dt>
<dd>A <code>vec</code> containing real numbers.</dd>

</dl>

Pseudo Logit Inverse Function

pseudo_logit_inv: Pseudo Logit Inverse Function

Description

Usage

Value

Arguments

Author