gmwm: Generalized Method of Wavelet Moments
Version 2.0.0

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models. Furthermore, there exists a robust implementation of GMWM, which allows the robust estimation of some state-space models and ARIMA models. Lastly, the package provides the ability to quickly generate time series data, perform different wavelet decompositions, and visualizations.

Browse man pages Browse package API and functions Browse package files

AuthorJames Balamuta [aut, cph], Stephane Guerrier [ctb, cre, cph], Roberto Molinari [ctb, cph], Wenchao Yang [ctb]
Date of publication2016-02-10 09:11:13
MaintainerStephane Guerrier <stephane@illinois.edu>
LicenseCC BY-NC-SA 4.0
Version2.0.0
URL https://github.com/SMAC-Group/gmwm
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gmwm")

Man pages

acf_sum: Helper Function for ARMA to WV Approximation
all_bootstrapper: Bootstrap for Everything!
AR: Create an Autoregressive P [AR(P)] Process
AR1: Create an Autoregressive 1 [AR(1)] Process
ar1_draw: Randomly guess starting parameters for AR1
ar1_to_gm: Transform AR1 to GM
ar1_to_wv: AR1 process to WV
ARMA: Create an Autoregressive Moving Average (ARMA) Process
ARMAacf_cpp: Compute Theoretical ACF for an ARMA Process
arma_adapter: ARMA Adapter to ARMA to WV Process function
arma_draws: Randomly guess starting parameters for ARMA
ARMAtoMA_cpp: Converting an ARMA Process to an Infinite MA Process
arma_to_wv: ARMA process to WV
arma_to_wv_app: ARMA process to WV approximation
auto_imu: Find the auto imu result
auto.imu: Automatically select appropriate model for IMU
autoplot.auto.imu: Automatic Model Selection Results of IMU Object
autoplot.gmwm: Graph Solution of the Generalized Method of Wavelet Moments
autoplot.gmwm1: Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gmwm2: Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gmwmComp: Compare GMWM Model Fits with ggplot2 (Internal)
autoplot.gts: Plot Time Series Data
autoplot.imu2: Plot the Wavelet Variances of IMU Object in Combined Type
autoplot.imu6: Plot the Wavelet Variances of IMU Object in Split Type
autoplot.lts: Plot the Latent Time Series Graph
autoplot.wvar: Graph Wavelet Variances
autoplot.wvarComp: Detail Implementation to Compare Wavelet Variances
autoplot.wvar.imu: Plot the Wavelet Variances of IMU Object
avar: Calculate the Allan Variance
avar_mo_cpp: Compute Maximal-Overlap Allan Variance using Means
avar_to_cpp: Compute Tau-Overlap Allan Variance
batch_modwt_wvar_cpp: Computes the MO/DWT wavelet variance for multiple processes
B_matrix: B Matrix
boot_pval_gof: Generate the Confidence Interval for GOF Bootstrapped
bootstrap_gof_test: Compute the Bootstrapped GoF Test
brickwall: Brickwall functionality for MO/DWT
brick_wall: Removal of Boundary Wavelet Coefficients
build_model_set: Build List of Unique Models
calculate_psi_matrix: Calculate the Psi matrix
cfilter: Time Series Convolution Filters
ci_eta3: Generate eta3 confidence interval
ci_eta3_robust: Generate eta3 robust confidence interval
ci_wave_variance: Generate a Confidence intervval for a Univariate Time Series
code_zero: Optim loses NaN
comb.mat: Create Combination Matrix
compare.gmwm: Graphically Compare GMWM Model Fit
compare.models: Graphically Compare GMWM Models Constructed by the Same Data
compare.wvar: Compare Wavelet Variances
compute_cov_cpp: Computes the (MODWT) wavelet covariance matrix
count_models: Count Models
cov_bootstrapper: Bootstrap for Matrix V
create_imu: Internal IMU Object Construction
create_wvar: Create a Wvar object
cust.model.score: Formats the model score matrix
decomp_theoretical_wv: Each Models Process Decomposed to WV
decomp_to_theo_wv: Decomposed WV to Single WV
demo.lts: Generate a Demo about the Latent Time Series
deriv_2nd_ar1: Analytic second derivative matrix for AR(1) process
deriv_2nd_dr: Analytic second derivative matrix for drift process
deriv_ar1: Analytic D matrix for AR(1) process
derivative_first_matrix: Analytic D matrix of Processes
deriv_dr: Analytic D matrix for drift process
deriv_qn: Analytic D matrix quantisation noise process
deriv_rw: Analytic D matrix random walk process
deriv_wn: Analytic D matrix white noise process
desc.to.ts.model: Create a ts.model from desc string
dft_acf: Discrete Fourier Transformation for Autocovariance Function
diff_cpp: Lagged Differences in Armadillo
D_matrix: Analytic D matrix of Processes
do_polyroot_arma: Root Finding C++
do_polyroot_cpp: Root Finding C++
DR: Create an Drift (DR) Process
dr_to_wv: Drift to WV
dwt: Discrete Wavelet Transform
dwt_cpp: Discrete Wavelet Transform
e_drift: Expected value DR
fast_cov_cpp: Computes the (MODWT) wavelet covariance matrix using...
field_to_matrix: Transform an Armadillo field<vec> to a matrix
find_full_model: Find the Common Denominator of the Models
format_ci: Format the Confidence Interval for Estimates
gen_ar1: Generate an AR(1) sequence
gen_arma: Generate ARMA
gen_dr: Generate a drift
gen.gts: Create a GMWM TS Object based on model
gen_lts: Generate Latent Time Series based on Model (Internal)
gen.lts: Generate Latent Time Series Object Based on Model
gen_model: Generate Time Series based on Model (Internal)
gen_qn: Generate a Quantisation Noise (QN) sequence
gen_rw: Generate a random walk without drift
gen_wn: Generate a white noise process
getModel.gmwm: Get the model in a 'gmwm' object
getObjFun: Retrieve GMWM starting value from Yannick's objective...
getObjFunStarting: Retrieve GMWM starting value from Yannick's objective...
get_summary: Routing function for summary info
ggColor: Emulate ggplot2 default color palette
GM: Create a Gauss-Markov (GM) Process
gm_conv: GM Conversion
gm_to_ar1: Transform GM to AR1
gmwm: GMWM for Sensors, ARMA, SSM, and Robust
gmwm_engine: Engine for obtaining the GMWM Estimator
gmwm.imu: GMWM for (Robust) Sensor
gmwm_master_cpp: Master Wrapper for the GMWM Estimator
gmwm-package: Generalized Method of Wavelet Moments (GMWM) Package
gmwm_param_bootstrapper: Bootstrap for Estimating Both Theta and Theta SD
gmwm_sd_bootstrapper: Bootstrap for Standard Deviations of Theta Estimates
gmwm_update_cpp: Update Wrapper for the GMWM Estimator
gof_test: Compute the GOF Test
gts: Create a GMWM TS Object based on data
guess_initial: Randomly guess a starting parameter
guess_initial_old: Randomly guess a starting parameter
haar_filter: Haar filter construction
has: Obtain the value of an object's properties
idf_arma: Indirect Inference for ARMA
idf_arma_total: Indirect Inference for ARMA
imu: Create an IMU Object
install_imudata: Install IMU Data Package
invert_check: Check Invertibility Conditions
is_func: Is GMWM Object
is.whole: Integer Check
jacobian_arma: Calculates the Jacobian for the ARMA process
logit: Logit Function
logit2: Logit Function
logit2_inv: Logit2 Inverse Function
logit_inv: Logit Inverse Function
lts: Generate Latent Time Series Object Based on Data
m2_drift: Second moment DR
MA: Create an Moving Average Q [MA(Q)] Process
mean_diff: Mean of the First Difference of the Data
minroot: Obtain the smallest polynomial root
Mod_cpp: Absolute Value or Modulus of a Complex Number.
model_objdesc: Generate the ts model object description
model_process_desc: Generate the ts model object's process desc
model_score: Model Score
model_theta: Generate the ts model object's theta vector
Mod_squared_cpp: Absolute Value or Modulus of a Complex Number Squared.
modwt: Maximum Overlap Discrete Wavelet Transform
modwt_cpp: Maximum Overlap Discrete Wavelet Transform
modwt_wvar_cpp: Computes the (MODWT) wavelet variance
obj_extract: Extract Object
optimism_bootstrapper: Bootstrap for Optimism
opt_n_gof_bootstrapper: Bootstrap for Optimism and GoF
order_AR1s: Order AR1s by size of phi.
orderModel: Order the Model
output.format: Formats the rank.models (auto.imu) object
packageVersionCRAN: Latest Version of Package on CRAN
paperSetting: Frequent Graph Setting for Paper
placeLegend: Place Legend
plot.auto.imu: Wrapper to Automatic Model Selection Results of IMU Object
plot.avar: Plot Allan Variance
plot.gmwm: Wrapper to Graph Solution of the Generalized Method of...
plot.gts: Plot Time Series Data
plot.lts: Wrapper Function to Plot the Graph of Latent Time Series
plot.wvar: Wrapper to ggplot Wavelet Variances Graph
plot.wvar.imu: Wrapper Function to Plot the Wavelet Variances of IMU Object
plus-.ts.model: Add ts.model objects together
predict.gmwm: Predict future points in the time series using the solution...
print.auto.imu: Print function for auto.imu object
print.avar: Prints Allan Variance
print_data: Print GMWM Data Object
print.dwt: Print Discrete Wavelet Transform
print.gmwm: Print gmwm object
print.modwt: Print Maximum Overlap Discrete Wavelet Transform
print.rank.models: Print function for rank.models object
print.summary.gmwm: Print summary.gmwm object
print.ts.model: Multiple a ts.model by constant
print.wvar: Print Wavelet Variances
print.wvcov: Print Asymptotic Covariance Matrix
pseudo_logit: Pseudo Logit Function
pseudo_logit_inv: Pseudo Logit Inverse Function
qmf: Quadrature Mirror Filter
QN: Create an Quantisation Noise (QN) Process
qn_to_wv: Quantisation Noise to WV
quantile_cpp: Find Quantiles
rank_models: Find the Rank Models result
rank.models: Automatically select appropriate model for a set of models
Rcpp_ARIMA: Hook into R's ARIMA function
read_imu: Read an IMU Binary File into R
read.imu: Read an IMU Binary File into R
rev_col_subset: Reverse Subset Column
reverse_vec: Reverse Armadillo Vector
rev_row_subset: Reverse Subset Row
rfilter: Time Series Recursive Filters
RW: Create an Random Walk (RW) Process
rw_to_wv: Random Walk to WV
scales_cpp: Computes the MODWT scales
select.desc.check: TS Model Checks
select_filter: Select the Wavelet Filter
seq_cpp: Generate a sequence of values
seq_len_cpp: Generate a sequence of values based on supplied number
sort_mat: Sort Matrix by Column
sub-.imu: Subset an IMU Object
sum_field_vec: Accumulation of Armadillo field<vec>
summary.auto.imu: Summary function for auto.imu object
summary.avar: Summary Allan Variance
summary.dwt: Summary Discrete Wavelet Transform
summary.gmwm: Summary of GMWM object
summary.modwt: Summary Maximum Overlap Discrete Wavelet Transform
summary.rank.models: Summary function for rank.models object
summary.wvar: Summary of Wavelet Variances
summary.wvcov: Summary Wavelet Covariance Matrix
theoretical_wv: Model Process to WV
theta_ci: Generate the Confidence Interval for Theta Estimates
times-.ts.model: Multiple a ts.model by constant
transform_values: Transform Values for Optimization
unitConversion: Convert Unit of Time Series Data
untransform_values: Revert Transform Values for Display
update.gmwm: Update GMWM object for sensor, ARMA, SSM, and Robust
update.lts: Update Object Attribute
update_obj: Update the Attributes of Objects
value: Obtain the value of an object's properties
var_drift: Variance DR
vector_to_set: Conversion function of Vector to Set
wave_variance: Generate a Wave Variance for a Univariate Time Series
WN: Create an White Noise (WN) Process
wn_to_wv: White Noise to WV
wvar: Wavelet Variance
wvar_cpp: Computes the (MODWT) wavelet variance
wvcov: Calculate the Asymptotic Covariance Matrix

Functions

*.ts.model Man page
+.ts.model Man page
AR Man page
AR1 Man page
ARMA Man page
ARMAacf_cpp Man page
ARMAtoMA_cpp Man page
B_matrix Man page
DR Man page
D_matrix Man page
GM Man page
MA Man page
Mod_cpp Man page
Mod_squared_cpp Man page
QN Man page
RW Man page
Rcpp_ARIMA Man page
WN Man page
[.imu Man page
acf_sum Man page
all_bootstrapper Man page
ar1_draw Man page
ar1_to_gm Man page
ar1_to_wv Man page
arma_adapter Man page
arma_draws Man page
arma_to_wv Man page
arma_to_wv_app Man page
auto.imu Man page
auto_imu Man page
autoplot.auto.imu Man page
autoplot.gmwm Man page
autoplot.gmwm1 Man page
autoplot.gmwm2 Man page
autoplot.gmwmComp Man page
autoplot.gts Man page
autoplot.imu2 Man page
autoplot.imu6 Man page
autoplot.lts Man page
autoplot.wvar Man page
autoplot.wvar.imu Man page
autoplot.wvarComp Man page
avar Man page
avar_mo_cpp Man page
avar_to_cpp Man page
batch_modwt_wvar_cpp Man page
boot_pval_gof Man page
bootstrap_gof_test Man page
brick_wall Man page
brickwall Man page
build_model_set Man page
calculate_psi_matrix Man page
cfilter Man page
ci_eta3 Man page
ci_eta3_robust Man page
ci_wave_variance Man page
code_zero Man page
comb.mat Man page
compare.gmwm Man page
compare.models Man page
compare.wvar Man page
compute_cov_cpp Man page
conv.ar1.to.gm Man page
conv.gm.to.ar1 Man page
count_models Man page
cov_bootstrapper Man page
create_imu Man page
create_wvar Man page
cust.model.score Man page
decomp_theoretical_wv Man page
decomp_to_theo_wv Man page
demo.lts Man page
deriv_2nd_ar1 Man page
deriv_2nd_dr Man page
deriv_ar1 Man page
deriv_dr Man page
deriv_qn Man page
deriv_rw Man page
deriv_wn Man page
derivative_first_matrix Man page
desc.to.ts.model Man page
dft_acf Man page
diff_cpp Man page
do_polyroot_arma Man page
do_polyroot_cpp Man page
dr_to_wv Man page
dwt Man page
dwt_cpp Man page
e_drift Man page
fast_cov_cpp Man page
field_to_matrix Man page
find_full_model Man page
format_ci Man page
gen.gts Man page
gen.lts Man page
gen_ar1 Man page
gen_arma Man page
gen_dr Man page
gen_lts Man page
gen_model Man page
gen_qn Man page
gen_rw Man page
gen_wn Man page
getModel.gmwm Man page
getObjFun Man page
getObjFunStarting Man page
get_summary Man page
ggColor Man page
gm_to_ar1 Man page
gmwm Man page
gmwm-package Man page
gmwm.imu Man page
gmwm_engine Man page
gmwm_master_cpp Man page
gmwm_param_bootstrapper Man page
gmwm_sd_bootstrapper Man page
gmwm_update_cpp Man page
gof_test Man page
gts Man page
guess_initial Man page
guess_initial_old Man page
haar_filter Man page
has Man page
has.imu Man page
idf_arma Man page
idf_arma_total Man page
imu Man page
install_imudata Man page
invert_check Man page
is.gmwm Man page
is.gts Man page
is.imu Man page
is.lts Man page
is.ts.model Man page
is.whole Man page
is.wvar Man page
jacobian_arma Man page
logit Man page
logit2 Man page
logit2_inv Man page
logit_inv Man page
lts Man page
m2_drift Man page
mean_diff Man page
minroot Man page
model_objdesc Man page
model_process_desc Man page
model_score Man page
model_theta Man page
modwt Man page
modwt_cpp Man page
modwt_wvar_cpp Man page
obj_extract Man page
opt_n_gof_bootstrapper Man page
optimism_bootstrapper Man page
orderModel Man page
order_AR1s Man page
outf Man page
output.format Man page
packageVersionCRAN Man page
paperSetting Man page
placeLegend Man page
plot.auto.imu Man page
plot.avar Man page
plot.gmwm Man page
plot.gts Man page
plot.lts Man page
plot.wvar Man page
plot.wvar.imu Man page
predict.gmwm Man page
print.auto.imu Man page
print.avar Man page
print.dwt Man page
print.gmwm Man page
print.gts Man page
print.imu Man page
print.lts Man page
print.modwt Man page
print.rank.models Man page
print.summary.gmwm Man page
print.ts.model Man page
print.wvar Man page
print.wvcov Man page
pseudo_logit Man page
pseudo_logit_inv Man page
qmf Man page
qn_to_wv Man page
quantile_cpp Man page
rank.models Man page
rank_models Man page
read.imu Man page
read_imu Man page
rev_col_subset Man page
rev_row_subset Man page
reverse_vec Man page
rfilter Man page
rw_to_wv Man page
scales_cpp Man page
select.desc.check Man page
select_filter Man page
seq_cpp Man page
seq_len_cpp Man page
sort_mat Man page
sum_field_vec Man page
summary.auto.imu Man page
summary.avar Man page
summary.dwt Man page
summary.gmwm Man page
summary.modwt Man page
summary.rank.models Man page
summary.wvar Man page
summary.wvcov Man page
theoretical_wv Man page
theta_ci Man page
transform_values Man page
unitConversion Man page
untransform_values Man page
update.gmwm Man page
update.gts Man page
update.imu Man page
update.lts Man page
update_obj Man page
value Man page
value.imu Man page
var_drift Man page
vector_to_set Man page
wave_variance Man page
wn_to_wv Man page
wvar Man page
wvar.default Man page
wvar.gts Man page
wvar.imu Man page
wvar.lts Man page
wvar_cpp Man page
wvcov Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/Loading-and-Modeling-IMUs.html
inst/doc/Analytical-Derivatives-for-Haar-Wavelet-Variance.html
inst/doc/Quick-Start-Guide.html
inst/doc/Manipulating-gmwm-Object-Types.Rmd
inst/doc/Manipulating-gmwm-Object-Types.html
inst/doc/Manipulating-gmwm-Object-Types.R
inst/doc/Analytical-Derivatives-for-Haar-Wavelet-Variance.Rmd
inst/doc/Loading-and-Modeling-IMUs.Rmd
inst/doc/Loading-and-Modeling-IMUs.R
inst/doc/Quick-Start-Guide.Rmd
inst/doc/Quick-Start-Guide.R
tests
tests/testthat.R
tests/testthat
tests/testthat/test-wf.r
src
src/dwt.h
src/covariance_matrix.cpp
src/rtoarmadillo.h
src/Makevars
src/rtoarmadillo.cpp
src/covariance_matrix.h
src/transform_data.cpp
src/wave_variance.h
src/polyroot.cpp
src/arima_gmwm.h
src/robust_components.h
src/dwt.cpp
src/inference.h
src/idf_example.cpp
src/transform_data.h
src/armadillo_manipulations.cpp
src/sampler.cpp
src/summary_inf_mod.cpp
src/arima_gmwm.cpp
src/guess_values.cpp
src/additional_moments.h
src/polyroot.h
src/model_selection.cpp
src/gmwm_logic.h
src/gmwm_logic.cpp
src/obj_mod.cpp
src/inline_functions.h
src/allan_variance.cpp
src/guess_values.h
src/wv_filters.cpp
src/wave_variance.cpp
src/complex_tools.h
src/ts_model_cpp.cpp
src/model_selection.h
src/analytical_matrix_derivatives.cpp
src/objective_functions.h
src/additional_moments.cpp
src/objective_functions.cpp
src/process_to_wv.cpp
src/allan_variance.h
src/gen_process.h
src/analytical_matrix_derivatives.h
src/gen_process.cpp
src/robust_components.cpp
src/ts_checks.h
src/ts_checks.cpp
src/process_to_wv.h
src/inference.cpp
src/complex_tools.cpp
src/read_imu.cpp
src/Makevars.win
src/bootstrappers.h
src/RcppExports.cpp
src/sampler.h
src/automatic_models.cpp
src/wv_filters.h
src/bootstrappers.cpp
src/armadillo_manipulations.h
src/ts_model_cpp.h
NAMESPACE
R
R/onload.R
R/ts.model.R
R/wvar.R
R/dwt.R
R/is.whole.R
R/imu.R
R/model_selection_methods.R
R/avar.r
R/utilities.R
R/update.R
R/data_install.R
R/RcppExports.R
R/wvcov.R
R/lts.R
R/gts.R
R/GMWM.R
R/misc.R
R/GMWM_package.R
R/modwt.R
vignettes
vignettes/Manipulating-gmwm-Object-Types.Rmd
vignettes/Analytical-Derivatives-for-Haar-Wavelet-Variance.Rmd
vignettes/Loading-and-Modeling-IMUs.Rmd
vignettes/Quick-Start-Guide.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/predict.gmwm.Rd
man/dwt.Rd
man/plot.gts.Rd
man/wn_to_wv.Rd
man/qmf.Rd
man/reverse_vec.Rd
man/compare.gmwm.Rd
man/wvar_cpp.Rd
man/arma_adapter.Rd
man/compare.models.Rd
man/value.Rd
man/autoplot.gmwmComp.Rd
man/summary.wvcov.Rd
man/ARMA.Rd
man/WN.Rd
man/plot.lts.Rd
man/wvcov.Rd
man/dft_acf.Rd
man/logit2_inv.Rd
man/gmwm_engine.Rd
man/ci_eta3_robust.Rd
man/has.Rd
man/arma_draws.Rd
man/plus-.ts.model.Rd
man/avar_to_cpp.Rd
man/mean_diff.Rd
man/qn_to_wv.Rd
man/plot.auto.imu.Rd
man/DR.Rd
man/gen_lts.Rd
man/print.rank.models.Rd
man/output.format.Rd
man/gof_test.Rd
man/model_score.Rd
man/deriv_ar1.Rd
man/auto_imu.Rd
man/logit_inv.Rd
man/calculate_psi_matrix.Rd
man/compute_cov_cpp.Rd
man/do_polyroot_arma.Rd
man/AR.Rd
man/model_theta.Rd
man/deriv_wn.Rd
man/cust.model.score.Rd
man/gm_conv.Rd
man/gen_ar1.Rd
man/is_func.Rd
man/wvar.Rd
man/desc.to.ts.model.Rd
man/ARMAacf_cpp.Rd
man/placeLegend.Rd
man/QN.Rd
man/bootstrap_gof_test.Rd
man/modwt.Rd
man/is.whole.Rd
man/lts.Rd
man/build_model_set.Rd
man/autoplot.imu6.Rd
man/update.gmwm.Rd
man/autoplot.wvar.imu.Rd
man/autoplot.lts.Rd
man/summary.auto.imu.Rd
man/theta_ci.Rd
man/scales_cpp.Rd
man/select.desc.check.Rd
man/plot.wvar.imu.Rd
man/e_drift.Rd
man/invert_check.Rd
man/arma_to_wv_app.Rd
man/demo.lts.Rd
man/acf_sum.Rd
man/create_wvar.Rd
man/gen_wn.Rd
man/print_data.Rd
man/modwt_wvar_cpp.Rd
man/idf_arma_total.Rd
man/getObjFun.Rd
man/brick_wall.Rd
man/plot.avar.Rd
man/gmwm_sd_bootstrapper.Rd
man/print.modwt.Rd
man/gen_dr.Rd
man/summary.modwt.Rd
man/ci_wave_variance.Rd
man/autoplot.gmwm2.Rd
man/m2_drift.Rd
man/guess_initial_old.Rd
man/autoplot.auto.imu.Rd
man/print.wvar.Rd
man/field_to_matrix.Rd
man/auto.imu.Rd
man/arma_to_wv.Rd
man/rank_models.Rd
man/seq_len_cpp.Rd
man/order_AR1s.Rd
man/unitConversion.Rd
man/imu.Rd
man/ci_eta3.Rd
man/sub-.imu.Rd
man/paperSetting.Rd
man/model_process_desc.Rd
man/print.auto.imu.Rd
man/avar_mo_cpp.Rd
man/plot.gmwm.Rd
man/count_models.Rd
man/gmwm.Rd
man/brickwall.Rd
man/deriv_rw.Rd
man/update.lts.Rd
man/summary.avar.Rd
man/print.wvcov.Rd
man/seq_cpp.Rd
man/Rcpp_ARIMA.Rd
man/deriv_2nd_dr.Rd
man/gm_to_ar1.Rd
man/fast_cov_cpp.Rd
man/gen_rw.Rd
man/print.gmwm.Rd
man/gmwm_update_cpp.Rd
man/decomp_to_theo_wv.Rd
man/select_filter.Rd
man/RW.Rd
man/rfilter.Rd
man/logit.Rd
man/autoplot.gts.Rd
man/deriv_2nd_ar1.Rd
man/GM.Rd
man/create_imu.Rd
man/comb.mat.Rd
man/obj_extract.Rd
man/sum_field_vec.Rd
man/gen.gts.Rd
man/orderModel.Rd
man/optimism_bootstrapper.Rd
man/ar1_draw.Rd
man/decomp_theoretical_wv.Rd
man/ARMAtoMA_cpp.Rd
man/dr_to_wv.Rd
man/print.avar.Rd
man/transform_values.Rd
man/autoplot.gmwm.Rd
man/getModel.gmwm.Rd
man/Mod_cpp.Rd
man/autoplot.gmwm1.Rd
man/code_zero.Rd
man/diff_cpp.Rd
man/install_imudata.Rd
man/read.imu.Rd
man/cfilter.Rd
man/jacobian_arma.Rd
man/var_drift.Rd
man/format_ci.Rd
man/rev_col_subset.Rd
man/print.dwt.Rd
man/B_matrix.Rd
man/summary.wvar.Rd
man/times-.ts.model.Rd
man/summary.dwt.Rd
man/vector_to_set.Rd
man/gen_arma.Rd
man/deriv_qn.Rd
man/derivative_first_matrix.Rd
man/gmwm-package.Rd
man/rank.models.Rd
man/MA.Rd
man/gts.Rd
man/compare.wvar.Rd
man/gen_model.Rd
man/minroot.Rd
man/guess_initial.Rd
man/plot.wvar.Rd
man/rev_row_subset.Rd
man/autoplot.wvar.Rd
man/quantile_cpp.Rd
man/modwt_cpp.Rd
man/autoplot.imu2.Rd
man/gen.lts.Rd
man/wave_variance.Rd
man/print.ts.model.Rd
man/avar.Rd
man/gmwm_param_bootstrapper.Rd
man/gmwm_master_cpp.Rd
man/Mod_squared_cpp.Rd
man/deriv_dr.Rd
man/theoretical_wv.Rd
man/dwt_cpp.Rd
man/get_summary.Rd
man/summary.gmwm.Rd
man/cov_bootstrapper.Rd
man/packageVersionCRAN.Rd
man/ar1_to_gm.Rd
man/pseudo_logit.Rd
man/read_imu.Rd
man/update_obj.Rd
man/find_full_model.Rd
man/rw_to_wv.Rd
man/batch_modwt_wvar_cpp.Rd
man/summary.rank.models.Rd
man/gmwm.imu.Rd
man/D_matrix.Rd
man/logit2.Rd
man/model_objdesc.Rd
man/print.summary.gmwm.Rd
man/getObjFunStarting.Rd
man/pseudo_logit_inv.Rd
man/all_bootstrapper.Rd
man/ar1_to_wv.Rd
man/autoplot.wvarComp.Rd
man/gen_qn.Rd
man/untransform_values.Rd
man/haar_filter.Rd
man/opt_n_gof_bootstrapper.Rd
man/do_polyroot_cpp.Rd
man/AR1.Rd
man/sort_mat.Rd
man/ggColor.Rd
man/boot_pval_gof.Rd
man/idf_arma.Rd
gmwm documentation built on April 14, 2017, 4:38 p.m.