untransform_values: Revert Transform Values for Display

In gmwm: Generalized Method of Wavelet Moments

Description

Undo the previous transform of parameter guesses to obtain the GMWM estimates.

Usage

untransform_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 undone transformation of parameters.

gmwm documentation built on April 14, 2017, 4:38 p.m.