transform_values: Transform Values for Optimization

In simts: Time Series Analysis Tools

Transform Values for Optimization

Description

Transform parameter guesses prior to estimating with GMWM

Usage

transform_values(theta, desc, objdesc, model_type)

Arguments

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 that contains the model type: "imu" or "ssm"

Value

A vec containing the transformed guesses.

Author(s)

James Joseph Balamuta (JJB)

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