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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. (2023) <doi:10.1007/s00190-023-01702-8>. 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: 1.0.3
Depends: R (≥ 4.0.0)
Imports: Rcpp, fs, stringi, wv, Matrix, longmemo, rjson, ltsa
LinkingTo: Rcpp, RcppArmadillo
Suggests: rmarkdown, knitr, simts
Published: 2023-03-20
DOI: 10.32614/CRAN.package.gmwmx
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

Documentation:

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

Downloads:

Package source: gmwmx_1.0.3.tar.gz
Windows binaries: r-devel: gmwmx_1.0.3.zip, r-release: gmwmx_1.0.3.zip, r-oldrel: gmwmx_1.0.3.zip
macOS binaries: r-release (arm64): gmwmx_1.0.3.tgz, r-oldrel (arm64): gmwmx_1.0.3.tgz, r-release (x86_64): gmwmx_1.0.3.tgz, r-oldrel (x86_64): gmwmx_1.0.3.tgz
Old sources: gmwmx archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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