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Make wrappers for adam()

Open config-i1 opened this issue 3 years ago • 2 comments

This should improve the functions in terms of speed, robustness and stability.

  1. es() as a wrapper of adam() with distribution="dnorm";
  2. msarima() as a wrapper of adam() with model="NNN";
  3. sma() as a wrapper of ADAM ARIMA;

The functions that cannot be wrappers: 4. ces() 5. gum() 6. ssarima()

This issues is related to #144

config-i1 avatar May 21 '22 11:05 config-i1

Done for es() in 0d119ec433cf6134fcc9565de76703591f20bc62

config-i1 avatar May 29 '22 18:05 config-i1

sma() could not be done as a wrapper, but now uses the adam() C++ code. Something similar should be done with ces, gum and ssarima.

config-i1 avatar May 30 '22 14:05 config-i1

Another group of functions to amend:

  1. sim.es(),
  2. sim.ssarima(),
  3. sim.sma(),
  4. sim.gum(),
  5. sim.ces(),
  6. sim.oes()

config-i1 avatar Sep 06 '22 15:09 config-i1

Given the difficulty of rewriting ces(), gum() and ssarima(), this is currently put on hold. Similar stuff applies for simulation functions.

If someone is interested in doing that under my supervision, let me know.

config-i1 avatar Oct 14 '22 11:10 config-i1