Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

guess_initial

Randomly guess a starting parameter


Description

Sets starting parameters for each of the given parameters.

Usage

guess_initial(desc, objdesc, model_type, num_param, expect_diff, N, wv,
  tau, ranged, G)

Arguments

desc

A vector<string> that contains the model's components.

objdesc

A field<vec> that contains an object description (e.g. values) of the model.

model_type

A string that indicates whether it is an SSM or sensor.

num_param

An unsigned int number of parameters in the model (e.g. # of thetas).

expect_diff

A double that contains the mean of the first difference of the data

N

A integer that contains the number of observations in the data.

tau

A vec that contains the scales. (e.g. 2^(1:J))

G

A integer that indicates how many random draws that should be performed.

wv_empir

A vec that contains the empirical wavelet variance.

double

A double that contains the drift slope given by (Max-Min)/N

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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.