untransform_values: Revert Transform Values for Display

View source: R/RcppExports.R

untransform_valuesR 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.