untransform_values: Revert Transform Values for Display
In simts: Time Series Analysis Tools
untransform_values R Documentation
Revert Transform Values for Display
Description
Undo the previous transform of parameter guesses to obtain the GMWM estimates.
Usage
untransform_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 undone transformation of parameters.
Author(s)
James Joseph Balamuta (JJB)
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| untransform_values | R Documentation |
Revert Transform Values for Display
Description
Undo the previous transform of parameter guesses to obtain the GMWM estimates.
Usage
untransform_values(theta, desc, objdesc, model_type)
Arguments
theta |
A |
desc |
A |
objdesc |
A |
model_type |
A |
Value
A vec containing the undone transformation of parameters.
Author(s)
James Joseph Balamuta (JJB)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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