model_theta: Generate the ts model object's theta vector
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Details
Value
Description
Creates the ts.model's theta vector
Usage
1
model_theta(desc)
Arguments
desc
A vector<string> that contains a list of the strings of each process.
Details
This function currently does NOT support ARMA(P,Q) models.
That is, there is no support for ARMA(P,Q), AR(P), or MA(Q).
There is support for ARMA11, AR1, MA1, GM, WN, DR, QN, and RW.
Value
A vec with values initialized at 0 that span the space of parameters to be estimated.
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Details Value
Description
Creates the ts.model's theta vector
Usage
1 | model_theta(desc)
|
Arguments
desc |
A |
Details
This function currently does NOT support ARMA(P,Q) models. That is, there is no support for ARMA(P,Q), AR(P), or MA(Q). There is support for ARMA11, AR1, MA1, GM, WN, DR, QN, and RW.
Value
A vec with values initialized at 0 that span the space of parameters to be estimated.
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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