Man pages for gmwm
Generalized Method of Wavelet Moments

acf_sumHelper Function for ARMA to WV Approximation
all_bootstrapperBootstrap for Everything!
ARCreate an Autoregressive P [AR(P)] Process
AR1Create an Autoregressive 1 [AR(1)] Process
ar1_drawRandomly guess starting parameters for AR1
ar1_to_gmTransform AR1 to GM
ar1_to_wvAR1 process to WV
ARMACreate an Autoregressive Moving Average (ARMA) Process
ARMAacf_cppCompute Theoretical ACF for an ARMA Process
arma_adapterARMA Adapter to ARMA to WV Process function
arma_drawsRandomly guess starting parameters for ARMA
ARMAtoMA_cppConverting an ARMA Process to an Infinite MA Process
arma_to_wvARMA process to WV
arma_to_wv_appARMA process to WV approximation
auto_imuFind the auto imu result
auto.imuAutomatically select appropriate model for IMU Model Selection Results of IMU Object
autoplot.gmwmGraph Solution of the Generalized Method of Wavelet Moments
autoplot.gmwm1Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gmwm2Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gmwmCompCompare GMWM Model Fits with ggplot2 (Internal)
autoplot.gtsPlot Time Series Data
autoplot.imu2Plot the Wavelet Variances of IMU Object in Combined Type
autoplot.imu6Plot the Wavelet Variances of IMU Object in Split Type
autoplot.ltsPlot the Latent Time Series Graph
autoplot.wvarGraph Wavelet Variances
autoplot.wvarCompDetail Implementation to Compare Wavelet Variances
autoplot.wvar.imuPlot the Wavelet Variances of IMU Object
avarCalculate the Allan Variance
avar_mo_cppCompute Maximal-Overlap Allan Variance using Means
avar_to_cppCompute Tau-Overlap Allan Variance
batch_modwt_wvar_cppComputes the MO/DWT wavelet variance for multiple processes
B_matrixB Matrix
boot_pval_gofGenerate the Confidence Interval for GOF Bootstrapped
bootstrap_gof_testCompute the Bootstrapped GoF Test
brickwallBrickwall functionality for MO/DWT
brick_wallRemoval of Boundary Wavelet Coefficients
build_model_setBuild List of Unique Models
calculate_psi_matrixCalculate the Psi matrix
cfilterTime Series Convolution Filters
ci_eta3Generate eta3 confidence interval
ci_eta3_robustGenerate eta3 robust confidence interval
ci_wave_varianceGenerate a Confidence intervval for a Univariate Time Series
code_zeroOptim loses NaN
comb.matCreate Combination Matrix
compare.gmwmGraphically Compare GMWM Model Fit
compare.modelsGraphically Compare GMWM Models Constructed by the Same Data
compare.wvarCompare Wavelet Variances
compute_cov_cppComputes the (MODWT) wavelet covariance matrix
count_modelsCount Models
cov_bootstrapperBootstrap for Matrix V
create_imuInternal IMU Object Construction
create_wvarCreate a Wvar object
cust.model.scoreFormats the model score matrix
decomp_theoretical_wvEach Models Process Decomposed to WV
decomp_to_theo_wvDecomposed WV to Single WV
demo.ltsGenerate a Demo about the Latent Time Series
deriv_2nd_ar1Analytic second derivative matrix for AR(1) process
deriv_2nd_drAnalytic second derivative matrix for drift process
deriv_ar1Analytic D matrix for AR(1) process
derivative_first_matrixAnalytic D matrix of Processes
deriv_drAnalytic D matrix for drift process
deriv_qnAnalytic D matrix quantisation noise process
deriv_rwAnalytic D matrix random walk process
deriv_wnAnalytic D matrix white noise process a ts.model from desc string
dft_acfDiscrete Fourier Transformation for Autocovariance Function
diff_cppLagged Differences in Armadillo
D_matrixAnalytic D matrix of Processes
do_polyroot_armaRoot Finding C++
do_polyroot_cppRoot Finding C++
DRCreate an Drift (DR) Process
dr_to_wvDrift to WV
dwtDiscrete Wavelet Transform
dwt_cppDiscrete Wavelet Transform
e_driftExpected value DR
fast_cov_cppComputes the (MODWT) wavelet covariance matrix using...
field_to_matrixTransform an Armadillo field<vec> to a matrix
find_full_modelFind the Common Denominator of the Models
format_ciFormat the Confidence Interval for Estimates
gen_ar1Generate an AR(1) sequence
gen_armaGenerate ARMA
gen_drGenerate a drift
gen.gtsCreate a GMWM TS Object based on model
gen_ltsGenerate Latent Time Series based on Model (Internal)
gen.ltsGenerate Latent Time Series Object Based on Model
gen_modelGenerate Time Series based on Model (Internal)
gen_qnGenerate a Quantisation Noise (QN) sequence
gen_rwGenerate a random walk without drift
gen_wnGenerate a white noise process
getModel.gmwmGet the model in a 'gmwm' object
getObjFunRetrieve GMWM starting value from Yannick's objective...
getObjFunStartingRetrieve GMWM starting value from Yannick's objective...
get_summaryRouting function for summary info
ggColorEmulate ggplot2 default color palette
GMCreate a Gauss-Markov (GM) Process
gm_convGM Conversion
gm_to_ar1Transform GM to AR1
gmwmGMWM for Sensors, ARMA, SSM, and Robust
gmwm_engineEngine for obtaining the GMWM Estimator
gmwm.imuGMWM for (Robust) Sensor
gmwm_master_cppMaster Wrapper for the GMWM Estimator
gmwm-packageGeneralized Method of Wavelet Moments (GMWM) Package
gmwm_param_bootstrapperBootstrap for Estimating Both Theta and Theta SD
gmwm_sd_bootstrapperBootstrap for Standard Deviations of Theta Estimates
gmwm_update_cppUpdate Wrapper for the GMWM Estimator
gof_testCompute the GOF Test
gtsCreate a GMWM TS Object based on data
guess_initialRandomly guess a starting parameter
guess_initial_oldRandomly guess a starting parameter
haar_filterHaar filter construction
hasObtain the value of an object's properties
idf_armaIndirect Inference for ARMA
idf_arma_totalIndirect Inference for ARMA
imuCreate an IMU Object
install_imudataInstall IMU Data Package
invert_checkCheck Invertibility Conditions
is_funcIs GMWM Object
is.wholeInteger Check
jacobian_armaCalculates the Jacobian for the ARMA process
logitLogit Function
logit2Logit Function
logit2_invLogit2 Inverse Function
logit_invLogit Inverse Function
ltsGenerate Latent Time Series Object Based on Data
m2_driftSecond moment DR
MACreate an Moving Average Q [MA(Q)] Process
mean_diffMean of the First Difference of the Data
minrootObtain the smallest polynomial root
Mod_cppAbsolute Value or Modulus of a Complex Number.
model_objdescGenerate the ts model object description
model_process_descGenerate the ts model object's process desc
model_scoreModel Score
model_thetaGenerate the ts model object's theta vector
Mod_squared_cppAbsolute Value or Modulus of a Complex Number Squared.
modwtMaximum Overlap Discrete Wavelet Transform
modwt_cppMaximum Overlap Discrete Wavelet Transform
modwt_wvar_cppComputes the (MODWT) wavelet variance
obj_extractExtract Object
optimism_bootstrapperBootstrap for Optimism
opt_n_gof_bootstrapperBootstrap for Optimism and GoF
order_AR1sOrder AR1s by size of phi.
orderModelOrder the Model
output.formatFormats the rank.models (auto.imu) object
packageVersionCRANLatest Version of Package on CRAN
paperSettingFrequent Graph Setting for Paper
placeLegendPlace Legend to Automatic Model Selection Results of IMU Object
plot.avarPlot Allan Variance
plot.gmwmWrapper to Graph Solution of the Generalized Method of...
plot.gtsPlot Time Series Data
plot.ltsWrapper Function to Plot the Graph of Latent Time Series
plot.wvarWrapper to ggplot Wavelet Variances Graph
plot.wvar.imuWrapper Function to Plot the Wavelet Variances of IMU Object
plus-.ts.modelAdd ts.model objects together
predict.gmwmPredict future points in the time series using the solution... function for auto.imu object
print.avarPrints Allan Variance
print_dataPrint GMWM Data Object
print.dwtPrint Discrete Wavelet Transform
print.gmwmPrint gmwm object
print.modwtPrint Maximum Overlap Discrete Wavelet Transform
print.rank.modelsPrint function for rank.models object
print.summary.gmwmPrint summary.gmwm object
print.ts.modelMultiple a ts.model by constant
print.wvarPrint Wavelet Variances
print.wvcovPrint Asymptotic Covariance Matrix
pseudo_logitPseudo Logit Function
pseudo_logit_invPseudo Logit Inverse Function
qmfQuadrature Mirror Filter
QNCreate an Quantisation Noise (QN) Process
qn_to_wvQuantisation Noise to WV
quantile_cppFind Quantiles
rank_modelsFind the Rank Models result
rank.modelsAutomatically select appropriate model for a set of models
Rcpp_ARIMAHook into R's ARIMA function
read_imuRead an IMU Binary File into R
read.imuRead an IMU Binary File into R
rev_col_subsetReverse Subset Column
reverse_vecReverse Armadillo Vector
rev_row_subsetReverse Subset Row
rfilterTime Series Recursive Filters
RWCreate an Random Walk (RW) Process
rw_to_wvRandom Walk to WV
scales_cppComputes the MODWT scales
select.desc.checkTS Model Checks
select_filterSelect the Wavelet Filter
seq_cppGenerate a sequence of values
seq_len_cppGenerate a sequence of values based on supplied number
sort_matSort Matrix by Column
sub-.imuSubset an IMU Object
sum_field_vecAccumulation of Armadillo field<vec> function for auto.imu object
summary.avarSummary Allan Variance
summary.dwtSummary Discrete Wavelet Transform
summary.gmwmSummary of GMWM object
summary.modwtSummary Maximum Overlap Discrete Wavelet Transform
summary.rank.modelsSummary function for rank.models object
summary.wvarSummary of Wavelet Variances
summary.wvcovSummary Wavelet Covariance Matrix
theoretical_wvModel Process to WV
theta_ciGenerate the Confidence Interval for Theta Estimates
times-.ts.modelMultiple a ts.model by constant
transform_valuesTransform Values for Optimization
unitConversionConvert Unit of Time Series Data
untransform_valuesRevert Transform Values for Display
update.gmwmUpdate GMWM object for sensor, ARMA, SSM, and Robust
update.ltsUpdate Object Attribute
update_objUpdate the Attributes of Objects
valueObtain the value of an object's properties
var_driftVariance DR
vector_to_setConversion function of Vector to Set
wave_varianceGenerate a Wave Variance for a Univariate Time Series
WNCreate an White Noise (WN) Process
wn_to_wvWhite Noise to WV
wvarWavelet Variance
wvar_cppComputes the (MODWT) wavelet variance
wvcovCalculate the Asymptotic Covariance Matrix
gmwm documentation built on April 14, 2017, 4:38 p.m.