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R
simts

transform_values

Transform Values for Optimization

Description

Transform parameter guesses prior to estimating with GMWM

Usage

transform_values(theta, desc, objdesc, model_type)

Arguments

theta

A vec with dimensions N x 1 that contains user-supplied initial values for parameters
desc

A vector<string> indicating the models that should be considered.
objdesc

A field<vec> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))
model_type

A string that contains the model type: "imu" or "ssm"

Value

A vec containing the transformed guesses.

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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