getObjFunStarting: Retrieve GMWM starting value from Yannick's objective...
In simts: Time Series Analysis Tools

getObjFunStarting

R Documentation

Retrieve GMWM starting value from Yannick's objective function

Obtains the GMWM starting value given by Yannick's objective function optimization

getObjFunStarting(theta, desc, objdesc, model_type, wv_empir, tau)

`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` containing the model type. Either 'imu' or 'ssm'
`wv_empir`	A `vec` containing the empirical wavelet variance.
`tau`	A `vec` that contains the scales of 2^(1:J), where J is the number of scales created by the decomposition.