Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Cucci, D. A., Voirol, L., Kermarrec, G., Montillet, J. P., and Guerrier, S. (2022) <arXiv:2206.09668>. The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals. The 'gmwmx' package provides functions to estimate, compare and analyze models, utilities to load and work with Global Navigation Satellite System (GNSS) data as well as methods to compare results with the Maximum Likelihood Estimator (MLE) implemented in Hector.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rcpp, fs, stringi, wv, Matrix, longmemo, rjson |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | rmarkdown, knitr, simts |
| Published: | 2022-08-14 |
| Author: | Davide Antonio Cucci [aut], Lionel Voirol [aut, cre], Stéphane Guerrier [aut], Jean-Philippe Montillet [ctb], Gaël Kermarrec [ctb] |
| Maintainer: | Lionel Voirol <lionelvoirol at hotmail.com> |
| License: | AGPL-3 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | gmwmx results |
| Reference manual: | gmwmx.pdf |
| Vignettes: |
Load data, estimate and compare models Remove extreme values in a time series signal with Hector Generate data from a model Simulation study |
| Package source: | gmwmx_1.0.0.tar.gz |
| Windows binaries: | r-devel: gmwmx_1.0.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): gmwmx_1.0.0.tgz, r-oldrel (arm64): gmwmx_1.0.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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