gmwmx: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals

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: 1.0.2
Depends: R (≥ 4.0.0)
Imports: Rcpp, fs, stringi, wv, Matrix, longmemo, rjson, ltsa
LinkingTo: Rcpp, RcppArmadillo
Suggests: rmarkdown, knitr, simts
Published: 2022-09-01
Author: Davide Antonio Cucci [aut], Lionel Voirol [aut, cre], Stéphane Guerrier [aut], Jean-Philippe Montillet [ctb], Gaël Kermarrec [ctb]
Maintainer: Lionel Voirol <lionelvoirol at>
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_1.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gmwmx_1.0.2.tgz, r-oldrel (arm64): gmwmx_1.0.2.tgz, r-release (x86_64): gmwmx_1.0.2.tgz, r-oldrel (x86_64): gmwmx_1.0.2.tgz
Old sources: gmwmx archive


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