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arma_draws

Randomly guess starting parameters for ARMA

Description

Sets starting parameters for each of the given parameters.

Usage

arma_draws(p, q, sigma2_total)

Arguments

p

An unsigned int that contains the amount of AR parameters to generate.
q

An unsigned int that contains the amount of MA parameters to generate.
sigma2_total

A double that contains the sum of all WVs.

Value

A vec containing smart parameter starting guesses to be iterated over.

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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