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Eye fit model's thetas.

Open coatless opened this issue 9 years ago • 0 comments

Issue:

Currently, we are running suggested theta's through the GMWM estimator to obtain theta estimates. We have no way of checking initial starting values outside of this GMWM scope.

Solution:

Create a function that takes a model and finds the theoretical wavelet variances according to the supplied model's theta.

Plot the resulting theoretical values.

In a similar vein to the GMWM, it will also be important to show the latent process theoretical WV by displaying them separate.

coatless avatar Jun 12 '15 03:06 coatless