gmwm
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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 estimating the beta in GM we get CIs (and SE?) based on AR parameter. ``` Model Information: Estimates CI Low CI High SE BETA 8.930278e-03 9.987464e-01 9.994683e-01 2.194496e-04 SIGMA2_GM...
I suggest using the following formula for the Omega matrix of the RGMWM in the package: Omega.rob = solve(V/eff) where V is the covariance matrix of the WV from the...
Check with @robertomolinari for details
**Issue:** Lots of folks are using this package across different spectrums of the language. Output is only given with English. **Solution:** Provide `i18n` support by: 1. Adding a `/po` directory...
keep using the original plan restrict it to two models if the number of models exceed 2, kill the process, give user the message: 'go to use compare.models()'
**Issue:** Any function added to the package must have some form of documentation or be flagged as internal because the `NAMESPACE` file is configured to automatically export all functions in...
**Issue:** We have a very large code base with examples, but no "unit test" to test functionality (e.g. update function, do the values change, e.g. does it break?) outside of...
Per #166, let's use this to track unit tests added to the graphing framework. The meaning behind this is to understand when ggplot2 changes what underlying code should change as...
**Issue:** We currently have a non-standard way of simulating models in R. Furthermore, we need to provide a means to simulate values under heavy simulation. **Solution:** 1. Change the simulation...
(1) Clean up @Yuming-Zhang's work. (2) Post on Website (3) See if we can reduce size to include w/ package.