get_theoretical_wv: Theoretical wavelet variance from model parameters

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

Theoretical wavelet variance from model parameters

Description

Computes the theoretical WV implied by a model and parameter vector.

Usage

get_theoretical_wv(
  theta,
  model,
  n,
  wv_obj = NULL,
  tau = NULL,
  prep = NULL,
  return_components = FALSE
)

Arguments

theta	Real-valued parameter vector (unconstrained).
model	A time_series_model or sum_model.
n	Length of autocovariance to compute.
wv_obj	Optional wv::wvar object (uses its scales).
tau	Optional vector of scales; overrides wv_obj if provided.
prep	Optional output from prepare_optim_layout for sum models.

Value

Numeric vector of theoretical wavelet variances.

gmwmx2 documentation built on June 10, 2026, 5:06 p.m.