guess_initial_old: Randomly guess a starting parameter

View source: R/RcppExports.R

guess_initial_oldR Documentation

Randomly guess a starting parameter

Description

Sets starting parameters for each of the given parameters.

Usage

guess_initial_old(
  desc,
  objdesc,
  model_type,
  num_param,
  expect_diff,
  N,
  wv_empir,
  tau,
  B
)

Arguments

desc

A vector<string> that contains the model's components.

objdesc

A field<vec> that contains an object description (e.g. values) of the model.

model_type

A string that indicates whether it is an SSM or sensor.

num_param

An unsigned int number of parameters in the model (e.g. # of thetas).

expect_diff

A double that contains the mean of the first difference of the data

N

A integer that contains the number of observations in the data.

wv_empir

A vec that contains the empirical wavelet variance.

tau

A vec that contains the scales. (e.g. 2^(1:J))

B

A integer that indicates how many random draws that should be performed.

Value

A vec containing smart parameter starting guesses to be iterated over.


simts documentation built on Aug. 31, 2023, 5:07 p.m.