Generalized Method of Wavelet Moments

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Documentation for package ‘gmwm’ version 1.0.0

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gmwm-package Generalized Method of Wavelet Moments (GMWM) Package
AR Create an Autoregressive P [AR(P)] Process
AR1 Create an Autoregressive 1 [AR(1)] Process
ar1_to_wv AR1 process to WV
ARMA Create an Autoregressive Moving Average (ARMA) Process
arma_to_wv ARMA process to WV
auto.imu Automatically select appropriate model for IMU
avar Calculate the Allan Variance
avar_mo_cpp Compute Maximal-Overlap Allan Variance using Means
avar_to_cpp Compute Tau-Overlap Allan Variance
compare.gmwm Graphically Compare GMWM Model Fit
compare.models Graphically Compare GMWM Models Constructed by the Same Data
compare.wvar Compare Wavelet Variances
demo.lts Generate a Demo about the Latent Time Series
derivative_first_matrix Analytic D matrix of Processes
deriv_2nd_ar1 Analytic second derivative matrix for AR(1) process
deriv_2nd_dr Analytic second derivative matrix for drift process
deriv_ar1 Analytic D matrix for AR(1) process
deriv_dr Analytic D matrix for drift process
deriv_qn Analytic D matrix quantisation noise process
deriv_rw Analytic D matrix random walk process
deriv_wn Analytic D matrix white noise process
DR Create an Drift (DR) Process
dr_to_wv Drift to WV
dwt_cpp Discrete Wavelet Transform
gen.gts Create a GMWM TS Object based on model
gen.lts Generate Latent Time Series Object Based on Model
gmwm GMWM for Sensors, ARMA, SSM, and Robust
gmwm.imu GMWM for (Robust) sensor
gts Create a GMWM TS Object based on data
imu Create an IMU Object
install_imudata Install IMU Data Package
lts Generate Latent Time Series Object Based on Data
MA Create an Moving Average Q [MA(Q)] Process
modwt Maximum Overlap Discrete Wavelet Transform
plot.auto.imu Wrapper to Automatic Model Selection Results of IMU Object
plot.avar Plot Allan Variance
plot.gmwm Wrapper to Graph Solution of the Generalized Method of Wavelet Moments
plot.gts Plot Time Series Data
plot.lts Wrapper Function to Plot the Graph of Latent Time Series
plot.wvar Wrapper to ggplot Wavelet Variances Graph
plot.wvar.imu Wrapper Function to Plot the Wavelet Variances of IMU Object
predict.gmwm Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments
print.avar Prints Allan Variance
QN Create an Quantisation Noise (QN) Process
qn_to_wv Quantisation Noise to WV
rank.models Automatically select appropriate model for a set of models
read_imu Read an IMU Binary File into R
RW Create an Random Walk (RW) Process
rw_to_wv Random Walk to WV
summary.auto.imu Summary function for auto.imu object
summary.avar Summary Allan Variance
summary.gmwm Summary of GMWM object
summary.rank.models Summary function for rank.models object
update.gmwm Update GMWM object for sensor, ARMA, SSM, and Robust
WN Create an White Noise (WN) Process
wn_to_wv White Noise to WV
wvar Wavelet Variance
wvar.imu Wavelet Variance for IMU Object
wvcov Calculate the Asymptotic Covariance Matrix