simts: auto_imu_cpp – R documentation

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simts

auto_imu_cpp

Find the auto imu result

Description

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

Usage

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

Arguments

`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.

Value

A field<field<field<mat>>> that contains the model score matrix and the best GMWM model object.

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

auto_imu_cpp

Description

Usage

Arguments

Value

simts

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