model_theta: Generate the ts model object's theta vector

View source: R/RcppExports.R

model_thetaR Documentation

Generate the ts model object's theta vector

Description

Creates the ts.model's theta vector

Usage

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/simts documentation built on Sept. 4, 2023, 5:25 a.m.