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

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

if (FALSE) { # \dontrun{
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")
} # }