estimate_gmwmxR Documentation

Estimate a stochastic model in a two-steps procedure using the GMWMX estimator.

Description

Estimate a stochastic model in a two-steps procedure using the GMWMX estimator.

Usage

estimate_gmwmx(
  x,
  theta_0,
  n_seasonal = 1,
  model_string,
  method = "L-BFGS-B",
  maxit = 1e+06,
  ci = FALSE,
  k_iter = 1
)

Arguments

x

A gnssts object

theta_0

A vector specifying the initial values for the vector of parameter of the stochastic model considered.

n_seasonal

An integer specifying the number of seasonal component in the time series.

model_string

A string specifying the model to be estimated.

method

A string specifying the numerical optimization method that should be supplied to optim()

maxit

An integer specifying the maximum number of iterations for the numerical optimization procedure.

ci

A boolean specifying if confidence intervals for the estimated parameters should be computed.

k_iter

An integer specifying the number of time the two steps GMWMX procedure should be run.

Value

A gnsstsmodel object.

Examples

## Not run: 
data(cola)
fit_gmwmx = estimate_gmwmx(x = cola,
                           theta_0 = c(0.1,0.1,0.1,0.1), 
                           n_seasonal = 1, 
                           model_string = "wn+matern")

## End(Not run)