Man pages for SMAC-Group/gmwm
Generalized Method of Wavelet Moments

ACFAuto-Covariance and Correlation Functions
acf_sumHelper Function for ARMA to WV Approximation
addSpaceIfDuplicateAdd Space to Avoid Duplicate Elements
addUnitsAdd Units to Sensor
all_bootstrapperBootstrap for Everything!
ARCreate an Autoregressive P [AR(P)] Process
AR1Create an Autoregressive 1 [AR(1)] Process
ar1_drawRandomly guess starting parameters for AR1
ar1_to_gmTransform AR1 to GM
ar1_to_wvAR(1) process to WV
ARIMACreate an Autoregressive Integrated Moving Average (ARIMA)...
ARMACreate an Autoregressive Moving Average (ARMA) Process
ARMA11Create an Autoregressive Order 1 - Moving Average Order 1...
arma11_to_wvARMA(1,1) to WV
ARMAacf_cppCompute Theoretical ACF for an ARMA Process
arma_adapterARMA Adapter to ARMA to WV Process function
arma_drawsRandomly guess starting parameters for ARMA
ARMAtoMA_cppConverting an ARMA Process to an Infinite MA Process
arma_to_wvARMA process to WV
arma_to_wv_appARMA process to WV Approximation
autofillAutofill A Vector
auto_imuAutomatically select appropriate model for IMU
auto_imu_cppFind the auto imu result
autoplot.auto.imuAutomatic Model Selection Results of IMU Object
autoplot.auto.imu1Automatic Model Selection Results of IMU Object without...
autoplot.auto.imu2Automatic Model Selection Results of IMU Object with...
autoplot.avarGraph Allan Variance
autoplot.gmwmGraph Solution of the Generalized Method of Wavelet Moments
autoplot.gmwm1Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gmwm2Graph Solution of the Generalized Method of Wavelet Moments...
autoplot.gtsPlot Time Series Data
autoplot.hadamGraph Hadamard Variance
autoplot.imu2Plot the Wavelet Variances of IMU Object in Combined Type
autoplot.imu6Plot the Wavelet Variances of IMU Object in Split Type
autoplot.ltsPlot the Latent Time Series Graph
autoplot.wvarGraph Wavelet Variances
autoplot.wvarCompDetail Implementation to Compare Wavelet Variances
autoplot.wvar.imuPlot the Wavelet Variances of IMU Object
avarCalculate the Allan Variance
avar_mo_cppCompute Maximal-Overlap Allan Variance using Means
avar_to_cppCompute Tau-Overlap Allan Variance
batch_modwt_wvar_cppComputes the MO/DWT wavelet variance for multiple processes
bl14_filterbl14 filter construction
bl20_filterbl20 filter construction
B_matrixB Matrix
boot_pval_gofGenerate the Confidence Interval for GOF Bootstrapped
bootstrap_gof_testCompute the Bootstrapped GoF Test
brickwallBrickwall functionality for MO/DWT Removes boundary...
brick_wallRemoval of Boundary Wavelet Coefficients
build_model_setBuild List of Unique Models
calculate_psi_matrixCalculate the Psi matrix
cfilterTime Series Convolution Filters
checkEqualityCheck Equal Attributes in a GMWM List
checkParamsCheck the Parameters
ci_eta3Generate eta3 confidence interval
ci_eta3_robustGenerate eta3 robust confidence interval
ci_wave_varianceGenerate a Confidence intervval for a Univariate Time Series
code_zeroOptim loses NaN
comb.matCreate Combination Matrix
compare_effGraphically Compare Classical with Robust GMWM Models
compare_modelsGraphically Compare GMWM Model Fit
compare_wvarCompare Wavelet Variances
compare_wvar.imuCompare Wavelet Variances for 'imu' Object
compute_cov_cppComputes the (MODWT) wavelet covariance matrix
count_modelsCount Models
cov_bootstrapperBootstrap for Matrix V
create_imuInternal IMU Object Construction
create_wvarCreate a 'wvar' object
cust.model.scoreFormats the model score matrix
d16_filterd16 filter construction
d4_filterd4 filter construction
d6_filterd6 filter construction
d8_filterd8 filter construction
decomp_theoretical_wvEach Models Process Decomposed to WV
decomp_to_theo_wvDecomposed WV to Single WV
demo_ltsGenerate a Demo about the Latent Time Series
deriv_2nd_ar1Analytic second derivative matrix for AR(1) process
deriv_2nd_arma11Analytic D matrix for ARMA(1,1) process
deriv_2nd_drAnalytic second derivative matrix for drift process
deriv_2nd_ma1Analytic second derivative for MA(1) process
deriv_ar1Analytic D matrix for AR(1) process
deriv_arma11Analytic D matrix for ARMA(1,1) process
derivative_first_matrixAnalytic D matrix of Processes
deriv_drAnalytic D matrix for Drift (DR) Process
deriv_ma1Analytic D matrix for MA(1) process
deriv_qnAnalytic D matrix for Quantization Noise (QN) Process
deriv_rwAnalytic D matrix Random Walk (RW) Process
deriv_wnAnalytic D Matrix for a Gaussian White Noise (WN) Process
desc.to.ts.modelCreate a ts.model from desc string
dft_acfDiscrete Fourier Transformation for Autocovariance Function
diff_cppLagged Differences in Armadillo
diff_invDiscrete Intergral: Inverse Difference
D_matrixAnalytic D matrix of Processes
do_polyroot_armaRoot Finding C++
do_polyroot_cppRoot Finding C++
dot-acfAuto-Covariance and Correlation Functions
DRCreate an Drift (DR) Process
dr_to_wvDrift to WV
dwtDiscrete Wavelet Transform
dwt_cppDiscrete Wavelet Transform
e_driftExpected value DR
fast_cov_cppComputes the (MODWT) wavelet covariance matrix using...
field_to_matrixTransform an Armadillo field<vec> to a matrix
find_full_modelFind the Common Denominator of the Models
fk14_filterfk14 filter construction
fk22_filterfk22 filter construction
fk4_filterfk4 filter construction
fk6_filterfk6 filter construction
fk8_filterfk8 filter construction
format_ciFormat the Confidence Interval for Estimates
formatRobustEffGet the Computation Method and Efficiency of 'gmwm' Object
gen_ar1Generate an Autoregressive Order 1 ( AR(1) ) sequence
gen_arimaGenerate Autoregressive Order p, Integrated d, Moving Average...
gen_armaGenerate Autoregressive Order p - Moving Average Order q...
gen_arma11Generate an ARMA(1,1) sequence
gen_drGenerate a Drift Process
gen_generic_sarimaGenerate Generic Seasonal Autoregressive Order P - Moving...
gen_gtsCreate a GMWM TS Object based on model
gen_ltsGenerate Latent Time Series Object Based on Model
gen_lts_cppGenerate Latent Time Series based on Model (Internal)
gen_ma1Generate an Moving Average Order 1 (MA(1)) Process
gen_modelGenerate Time Series based on Model (Internal)
gen_qnGenerate a Quantisation Noise (QN) or Rounding Error Sequence
gen_rwGenerate a Random Walk without Drift
gen_sarimaGenerate Seasonal Autoregressive Order P - Moving Average...
gen_sarmaGenerate Seasonal Autoregressive Order P - Moving Average...
gen_wnGenerate a Gaussian White Noise Process (WN(sigma^2))
getColorsGet N Colors
getEffGet 'gmwm' Efficiency Values
getModel.gmwmGet the model in a 'gmwm' object
getObjFunRetrieve GMWM starting value from Yannick's objective...
getObjFunStartingRetrieve GMWM starting value from Yannick's objective...
get_summaryRouting function for summary info
ggColorEmulate ggplot2 default color palette
GMCreate a Gauss-Markov (GM) Process
gm_convGM Conversion
gm_to_ar1Transform GM to AR1
gmwmGeneralized Method of Wavelet Moments (GMWM) for IMUs, ARMA,...
gmwm-defunctDefunct function(s) in the gmwm package
gmwm_engineEngine for obtaining the GMWM Estimator
gmwm_imuGMWM for (Robust) Inertial Measurement Units (IMUs)
gmwm_master_cppMaster Wrapper for the GMWM Estimator
gmwm-packageGeneralized Method of Wavelet Moments (GMWM) Package
gmwm_param_bootstrapperBootstrap for Estimating Both Theta and Theta SD
gmwm_sd_bootstrapperBootstrap for Standard Deviations of Theta Estimates
gmwm_update_cppUpdate Wrapper for the GMWM Estimator
gof_testCompute the GOF Test
graphingVarGraphical Function for Allan Variance, Wavelet Variance and...
gtsCreate a GMWM TS Object based on data
guess_initialRandomly guess a starting parameter
guess_initial_oldRandomly guess a starting parameter
haar_filterHaar filter construction
hadamCalculate the Hadamard Variance
hadam_mo_cppCompute Maximal-Overlap Hadamard Variance using Means
hadam_to_cppCompute Tau-Overlap Hadamard Variance
hasObtain the value of an object's properties
idf_armaIndirect Inference for ARMA
idf_arma_totalIndirect Inference for ARMA
imuCreate an IMU Object
imu_timePulls the IMU time from the IMU object
install_data_packageInstall a SMAC Group Data Package
install_datapkgInstall Data Package
install_imudataInstall IMU Data Package
invert_checkCheck Invertibility Conditions
is_funcIs GMWM Object
is.validCompEffObjValidity of the Object List for 'compare.eff'
jacobian_armaCalculates the Jacobian for the ARMA process
la16_filterla16 filter construction
la20_filterla20 filter construction
la8_filterla8 filter construction
lm_armaMLR in Armadillo
lm_drLinear Regression with Drift
logitLogit Function
logit2Logit2 Function
logit2_invLogit2 Inverse Function
logit_invLogit Inverse Function
ltsGenerate Latent Time Series Object Based on Data
m2_driftSecond moment DR
MACreate an Moving Average Q [MA(Q)] Process
MA1Create an Moving Average 1 [MA(1)] Process
ma1_to_wvMoving Average Order 1 (MA(1)) to WV
mb16_filtermb16 filter construction
mb24_filtermb24 filter construction
mb4_filtermb4 filter construction
mb8_filtermb8 filter construction
mean_diffMean of the First Difference of the Data
minrootObtain the smallest polynomial root
Mod_cppAbsolute Value or Modulus of a Complex Number.
model_objdescGenerate the ts model object description
model_process_descGenerate the ts model object's process desc
model_scoreModel Score
model_thetaGenerate the ts model object's theta vector
Mod_squared_cppAbsolute Value or Modulus of a Complex Number Squared.
modwtMaximum Overlap Discrete Wavelet Transform Calculation of the...
modwt_cppMaximum Overlap Discrete Wavelet Transform
modwt_wvar_cppComputes the (MODWT) wavelet variance
num_repReplicate a Vector of Elements n times
obj_extractExtract Object
optimism_bootstrapperBootstrap for Optimism
opt_n_gof_bootstrapperBootstrap for Optimism and GoF
order_AR1sOrder AR1s by size of phi.
orderModelOrder the Model
output.formatFormats the rank.models (auto.imu) object
packageVersionCRANLatest Version of Package on CRAN
paperSettingFrequent Graph Setting for Paper
placeLegendPlace Legend
plot.ACFAuto-Covariance and Correlation Functions
plot.auto.imuWrapper to Automatic Model Selection Results of IMU Object
plot.avarWrapper to ggplot Allan Variance Graph
plot.gmwmWrapper to Graph Solution of the Generalized Method of...
plot.gtsPlot Time Series Data
plot.hadamWrapper to ggplot Hadamard Variance Graph
plot.ltsWrapper Function to Plot the Graph of Latent Time Series
plot.rank.modelsGraph 'rank.models' object
plot.wvarWrapper to ggplot Wavelet Variances Graph
plot.wvar.imuWrapper Function to Plot the Wavelet Variances of IMU Object
plus-.ts.modelAdd ts.model objects together
predict.gmwmPredict future points in the time series using the solution...
print.auto.imuPrint function for auto.imu object
print.avarPrints Allan Variance
print_dataPrint GMWM Data Object
print.dwtPrint Discrete Wavelet Transform
print.gmwmPrint gmwm object
print.hadamPrints Hadamard Variance
print.modwtPrint Maximum Overlap Discrete Wavelet Transform
print.rank.modelsPrint function for rank.models object
print.summary.gmwmPrint summary.gmwm object
print.ts.modelMultiple a ts.model by constant
print.wvarPrint Wavelet Variances
print.wvar.imuPrint Wavelet Variances for 'imu' Object
print.wvcovPrint Asymptotic Covariance Matrix
pseudo_logitPseudo Logit Function
pseudo_logit_invPseudo Logit Inverse Function
qmfQuadrature Mirror Filter
QNCreate an Quantisation Noise (QN) Process
qn_to_wvQuantisation Noise (QN) to WV
quantile_cppFind Quantiles
rank_modelsAutomatically select appropriate model for a set of models
rank_models_cppFind the Rank Models result
Rcpp_ARIMAHook into R's ARIMA function
read_imuRead an IMU Binary File into R
read.imuRead an IMU Binary File into R
rev_col_subsetReverse Subset Column
reverse_vecReverse Armadillo Vector
rev_row_subsetReverse Subset Row
rfilterTime Series Recursive Filters
rgmwmGMWM for Robust/Classical Comparison
rtruncated_normalTruncated Normal Distribution Sampling Algorithm
RWCreate an Random Walk (RW) Process
rw_to_wvRandom Walk to WV
SARIMACreate a Seasonal Autoregressive Integrated Moving Average...
SARMACreate a Seasonal Autoregressive Moving Average (SARMA)...
sarma_calculate_spaddingCalculates Length of Seasonal Padding
sarma_componentsDetermine parameter expansion based upon objdesc
sarma_expandExpand Parameters for an SARMA object
sarma_expand_unguided(Internal) Expand the SARMA Parameters
sarma_objdescCreate the ts.model obj.desc given split values
sarma_params_constructEfficient way to merge items together
scales_cppComputes the MODWT scales
select.desc.checkTS Model Checks
select_filterSelect the Wavelet Filter
seq_cppGenerate a sequence of values
seq_len_cppGenerate a sequence of values based on supplied number
set_seedSet the RNG Seed from within Rcpp
sort_matSort Matrix by Column
sub-.imuSubset an IMU Object
sum_field_vecAccumulation of Armadillo field<vec>
summary.auto.imuSummary function for auto.imu object
summary.avarSummary Allan Variance
summary.dwtSummary Discrete Wavelet Transform
summary.gmwmSummary of GMWM object
summary.hadamSummary Hadamard Variance
summary.modwtSummary Maximum Overlap Discrete Wavelet Transform
summary.rank.modelsSummary function for rank.models object
summary.wvarSummary of Wavelet Variances
summary.wvar.imuSummary of Wavelet Variances for 'imu' Object
summary.wvcovSummary Wavelet Covariance Matrix
theoretical_wvModel Process to WV
theta_ciGenerate the Confidence Interval for Theta Estimates
times-.ts.modelMultiple a ts.model by constant
transform_valuesTransform Values for Optimization
unitConversionConvert Unit of Time Series Data
untransform_valuesRevert Transform Values for Display
update.gmwmUpdate (Robust) GMWM object for IMU or SSM
update.ltsUpdate Object Attribute
update_objUpdate the Attributes of Objects
valueObtain the value of an object's properties
var_driftVariance DR
vector_to_setConversion function of Vector to Set
w4_filterw4 filter construction
wave_varianceGenerate a Wave Variance for a Univariate Time Series
WNCreate an White Noise (WN) Process
wn_to_wvGaussian White Noise to WV
wvarWavelet Variance
wvar_cppComputes the (MODWT) wavelet variance
wvcovCalculate the Asymptotic Covariance Matrix
SMAC-Group/gmwm documentation built on Oct. 31, 2018, 4:28 p.m.