auto_imu_cpp: Find the auto imu result
In simts: Time Series Analysis Tools

auto_imu_cpp

R Documentation

Find the auto imu result

Provides the core material to create an S3 object for auto.imu

auto_imu_cpp(
  data,
  combs,
  full_model,
  alpha,
  compute_v,
  model_type,
  K,
  H,
  G,
  robust,
  eff,
  bs_optimism,
  seed
)

`data`	A `mat` containing multiple columns of independent data with the same number of observations.
`full_model`	A `vector<string>` that contains the largest / full model.
`alpha`	A `double` that indicates the alpha level for CIs.
`compute_v`	A `string` indicating the type of V matrix to generate
`model_type`	A `string` that describes the model generation / transformation: 'ssm' or 'imu'
`K`	A `int` that controls how many times the GMWM is run.
`H`	A `int` that controls how many bootstraps occur.
`G`	A `int` that controls how many guesses occur.
`robust`	A `bool` that indicates whether to use classical or robust wavelet variance.
`eff`	A `double` that indicates the efficiency to use.
`bs_optimism`	A `bool` that indicates whether the model selection score should be calculated with bootstrap or asymptotics.
`seed`	A `unsigned int` that is the seed one wishes to use.