simts: guess_initial_old – R documentation

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simts

guess_initial_old

Randomly guess a starting parameter

Description

Sets starting parameters for each of the given parameters.

Usage

guess_initial_old(desc, objdesc, model_type, num_param, expect_diff, N,
  wv_empir, tau, B)

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.
`wv_empir`	A `vec` that contains the empirical wavelet variance.
`tau`	A `vec` that contains the scales. (e.g. 2^(1:J))
`B`	A `integer` that indicates how many random draws that should be performed.

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

guess_initial_old

Description

Usage

Arguments

Value

simts

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