transform_values {simts} | R Documentation |
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)
[Package
simts version 0.2.2
Index]