transform_values: Transform Values for Optimization
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Author(s)
Description
Transform parameter guesses prior to estimating with GMWM
Usage
1
transform_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 transformed guesses.
Author(s)
James Joseph Balamuta (JJB)
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Value Author(s)
Description
Transform parameter guesses prior to estimating with GMWM
Usage
1 | transform_values(theta, desc, objdesc, model_type)
|
Arguments
theta |
A |
desc |
A |
objdesc |
A |
model_type |
A |
Value
A vec containing the transformed guesses.
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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