guess_initial_old: Randomly guess a starting parameter
In SMAC-Group/simts: Time Series Analysis Tools

guess_initial_old

R Documentation

Randomly guess a starting parameter

Sets starting parameters for each of the given parameters.

guess_initial_old(
  desc,
  objdesc,
  model_type,
  num_param,
  expect_diff,
  N,
  wv_empir,
  tau,
  B
)

`desc`	A `vector<string>` that contains the model's components.
`objdesc`	A `field<vec>` that contains an object description (e.g. values) of the model.
`model_type`	A `string` that indicates whether it is an SSM or sensor.
`num_param`	An `unsigned int` number of parameters in the model (e.g. # of thetas).
`expect_diff`	A `double` that contains the mean of the first difference of the data
`N`	A `integer` that contains the number of observations in the data.
`wv_empir`	A `vec` that contains the empirical wavelet variance.
`tau`	A `vec` that contains the scales. (e.g. 2^(1:J))
`B`	A `integer` that indicates how many random draws that should be performed.