arma_adapter: ARMA Adapter to ARMA to WV Process function

View source: R/RcppExports.R

arma_adapterR Documentation

ARMA Adapter to ARMA to WV Process function

Description

Molds the data so that it works with the arma_to_wv function.

Usage

arma_adapter(theta, p, q, tau)

Arguments

theta

A vec that contains all the parameter estimates.

p

A int that indicates the number of AR coefficients

q

A int that indicates the number of MA coefficients.

tau

A vec containing the scales e.g. 2^{\tau}

Details

The data conversion is more or less a rearrangement of values without using the obj desc.

Value

A vec containing the ARMA to WV results

Author(s)

James Joseph Balamuta (JJB)


SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.