auto_imu_cpp {simts} | R Documentation |
Find the auto imu result
Description
Provides the core material to create an S3 object for auto.imu
Usage
auto_imu_cpp(
data,
combs,
full_model,
alpha,
compute_v,
model_type,
K,
H,
G,
robust,
eff,
bs_optimism,
seed
)
Arguments
data |
A mat containing multiple columns of independent data with the same number of observations.
|
full_model |
A vector<string> that contains the largest / full model.
|
alpha |
A double that indicates the alpha level for CIs.
|
compute_v |
A string indicating the type of V matrix to generate
|
model_type |
A string that describes the model generation / transformation: 'ssm' or 'imu'
|
K |
A int that controls how many times the GMWM is run.
|
H |
A int that controls how many bootstraps occur.
|
G |
A int that controls how many guesses occur.
|
robust |
A bool that indicates whether to use classical or robust wavelet variance.
|
eff |
A double that indicates the efficiency to use.
|
bs_optimism |
A bool that indicates whether the model selection score should be calculated with bootstrap or asymptotics.
|
seed |
A unsigned int that is the seed one wishes to use.
|
Value
A field<field<field<mat>>>
that contains the model score matrix and the best GMWM model object.
[Package
simts version 0.2.2
Index]