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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...
When using `gmwm` in `gmwm2`, the time scale is not treated properly. If computing model with `gmwm(model, timeseries, freq=100)` then frequency argument is ignored:  If computing first wavelet variances...
When plotting the outcome of the gmwm function, would it be possible to add the capability to specify the main title and the x-axis label of the final plot??
The moving average model needs initial values. Otherwise, following error occurs: `error: Mat::operator(): index out of bounds` However, for `auto_imu` initial values seem not to be considered. The above error...
Would it be possible to change compare_wvar in such a way that first input argument is a list of wvar objects? For example, instead of `compare_wvar(waveletVariances[[1]], waveletVariances[[2]], waveletVariances[[3]])` one could...
TO DO before release: - testing - variable `model.hat` actually set to NA - `gmwm::theoretical_wv` neeed `model$desc`
when I install gmwm_3.0.0 in Rstudio using the following command there is an error and i don't know how to resolve it. The errors massages are as follows Error: package...
Hi - I'm experiencing a fatal error when the gmwm package is being installed with the `build_vignettes` parameter set to `True`. The error seems to stem from at least one...
in windows 10. either strictly following the instructions, or tried it with/without Rstudio, either by install.packages() or devtools::install_github().
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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...