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arma_adapter

ARMA Adapter to ARMA to WV Process function

Description

Molds the data so that it works with the arma_to_wv function.

Usage

arma_adapter(theta, p, q, tau)

Arguments

theta

A vec that contains all the parameter estimates.
p

A int that indicates the number of AR coefficients
q

A int that indicates the number of MA coefficients.
tau

A vec containing the scales e.g. 2^tau

Details

The data conversion is more or less a rearrangement of values without using the obj desc.

Value

A vec containing the ARMA to WV results

Author(s)

James Joseph Balamuta (JJB)

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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