Transform Values for Optimization

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Description

Transform parameter guesses prior to estimating with GMWM

Usage

1
transform_values(theta, desc, objdesc, model_type)

Arguments

theta

A vec with dimensions N x 1 that contains user-supplied initial values for parameters

desc

A vector<string> indicating the models that should be considered.

objdesc

A field<vec> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

model_type

A string that contains the model type: "imu" or "ssm"

Value

A vec containing the transformed guesses.

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