gmwm
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Eye fit model's thetas.
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.