gmwmx2: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals and Missing Data

Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Voirol, L., Xu, H., Zhang, Y., Insolia, L., Molinari, R. and Guerrier, S. (2024) <doi:10.48550/arXiv.2409.05160>. The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals in presence of missing data. The 'gmwmx2' package provides functions to load and plot Global Navigation Satellite System (GNSS) data from the Nevada Geodetic Laboratory and functions to estimate linear model model with correlated residuals in presence of missing data.

Package details

AuthorLionel Voirol [aut, cre] (ORCID: <https://orcid.org/0000-0003-1696-1407>), Haotian Xu [aut] (ORCID: <https://orcid.org/0000-0001-8336-4536>), Yuming Zhang [aut] (ORCID: <https://orcid.org/0000-0003-2293-9601>), Luca Insolia [aut] (ORCID: <https://orcid.org/0000-0003-4169-5446>), Roberto Molinari [aut] (ORCID: <https://orcid.org/0000-0001-8766-6902>), Stéphane Guerrier [aut] (ORCID: <https://orcid.org/0000-0003-0002-8794>)
MaintainerLionel Voirol <lionelvoirol@hotmail.com>
LicenseAGPL-3
Version0.0.3
URL https://github.com/SMAC-Group/gmwmx2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gmwmx2")

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gmwmx2 documentation built on Aug. 21, 2025, 5:56 p.m.