SMAC-Group/gmwm
Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.
RNOASSERTION
Issues
- 0
CI inference not working
#229 opened by stefangachter - 0
GMWM2 plot has legend mismatch
#225 opened by stefangachter - 0
Scaling issues with single timeseries for GMWM2
#226 opened by stefangachter - 0
Add more options to the plot.gmwm function
#224 opened by ChrysMinaretzis - 2
MA1() needs initial values
#222 opened by stefangachter - 1
compare_wvar with a list of wvar as input
#221 opened by stefangachter - 0
WLS for linear process estimation
#220 opened by lionelvoirol - 2
cann't install gmwm_3.0.0
#218 opened by geodesy - 0
Error building vignettes on install from github
#219 opened by sx57 - 3
on seasonal signals (e.g., sinusoidal wave) and global optimization with large parameters
#217 opened by geodesy - 0
cannot be installed
#216 opened by wliangaz - 0
- 0
- 1
The newest GMWM cannot be installed
#213 opened by dong460270777 - 3
labels with "space" in compare_models
#212 opened by philippcla - 8
compare.gmwm
#199 opened by philippcla - 1
Defunct procedure for `compare.gmwm()`
#188 opened by coatless - 2
GMWM+
#211 opened by AhmedElboraeeRadi - 0
V4.0 Overview
#210 opened by coatless - 3
memory allocation issue with "summary(estimated_model, inference = T, bs.gof = T)"
#209 opened by philippcla - 1
- 3
compare.gmwm - legend
#200 opened by philippcla - 0
Covariance Matrix Options
#208 opened by coatless - 2
difference robust = true/false
#202 opened by philippcla - 0
c-style and arma api change compile warning
#203 opened by coatless - 1
Residual Diagnostic Plot Matrix
#196 opened by coatless - 0
Dropping last scale
#198 opened by coatless - 0
Compare robust and classical ACF
#195 opened by coatless - 0
Make `imu` class general to handle `p`-signals
#193 opened by coatless - 0
Redo `gts` and `lts` objects
#192 opened by coatless - 0
Header Only GMWM Library
#189 opened by coatless - 1
- 0
- 2
- 3
Weights from the OMEGA-matrix
#185 opened by philippcla - 2
stack gmwm-results in a vector
#184 opened by philippcla - 3
Negative scales on compare.wvar() graph
#186 opened by coatless - 6
time column in imu.data
#182 opened by philippcla - 1
Truncated Normal Distribution
#181 opened by coatless - 3
IMU Graph Labels
#175 opened by coatless - 1
Improve Supported Processes Documentation
#180 opened by coatless - 9
AR-GM confidence intervals
#172 opened by robertomolinari - 0
Omega for RGMWM
#177 opened by robertomolinari - 1
autoplot.wvarComp is regarded as one S3 method
#170 opened by Wenchao-Yang - 1
Starting values in robust case
#179 opened by robertomolinari - 0
extend install_* for future data packages
#178 opened by coatless - 0
automatic models full model string
#176 opened by coatless - 1
Grab `ts`/`*` object frequency.
#173 opened by coatless - 0
Internationalization...
#174 opened by coatless - 0
Use `addSpaceIfDuplicate` for `process.decomp` options to support multiple `ts.model`'s
#169 opened by coatless