auto_imu_cpp: Find the auto imu result
In schoi355/gmwm: Generalized Method of Wavelet Moments

auto_imu_cpp

R Documentation

Find the auto imu result

Provides the core material to create an S3 object for auto.imu

auto_imu_cpp(data, combs, full_model, alpha, compute_v, model_type, K, H,
  G, robust, eff, bs_optimism, seed)

`data`	A `mat` containing multiple columns of independent data with the same number of observations.
`full_model`	A `vector<string>` that contains the largest / full model.
`alpha`	A `double` that indicates the alpha level for CIs.
`compute_v`	A `string` indicating the type of V matrix to generate
`model_type`	A `string` that describes the model generation / transformation: 'ssm' or 'imu'
`K`	A `int` that controls how many times the GMWM is run.
`H`	A `int` that controls how many bootstraps occur.
`G`	A `int` that controls how many guesses occur.
`robust`	A `bool` that indicates whether to use classical or robust wavelet variance.
`eff`	A `double` that indicates the efficiency to use.
`bs_optimism`	A `bool` that indicates whether the model selection score should be calculated with bootstrap or asymptotics.
`seed`	A `unsigned int` that is the seed one wishes to use.
`model_str`	A `vector<vector<string>>` that gives a list of models to test.