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 |
brickwall |
Brickwall functionality for MO/DWT |
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 |
Discrete Wavelet Transform |
gen.gts |
Create a GMWM TS Object based on model |
gen.lts |
Generate Latent Time Series Object Based on Model |
GM |
Create a Gauss-Markov (GM) Process |
gmwm |
GMWM for Sensors, ARMA, SSM, and Robust |
gmwm.imu |
GMWM for (Robust) Sensor |
gts |
Create a GMWM TS Object based on data |
has |
Obtain the value of an object's properties |
has.imu |
Obtain the value of an object's properties |
imu |
Create an IMU Object |
install_imudata |
Install IMU Data Package |
is.gmwm |
Is GMWM Object |
is.gts |
Is GMWM Object |
is.imu |
Is GMWM Object |
is.lts |
Is GMWM Object |
is.ts.model |
Is GMWM Object |
is.wvar |
Is GMWM Object |
lts |
Generate Latent Time Series Object Based on Data |
MA |
Create an Moving Average Q [MA(Q)] Process |
modwt |
Maximum Overlap Discrete Wavelet Transform |
outf |
Print GMWM Data Object |
packageVersionCRAN |
Latest Version of Package on CRAN |
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 |
print.gts |
Print GMWM Data Object |
print.imu |
Print GMWM Data Object |
print.lts |
Print GMWM Data Object |
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 |
update.gts |
Update Object Attribute |
update.imu |
Update Object Attribute |
update.lts |
Update Object Attribute |
value |
Obtain the value of an object's properties |
value.imu |
Obtain the value of an object's properties |
WN |
Create an White Noise (WN) Process |
wn_to_wv |
White Noise to WV |
wvar |
Wavelet Variance |
wvar.default |
Wavelet Variance |
wvar.gts |
Wavelet Variance |
wvar.imu |
Wavelet Variance |
wvar.lts |
Wavelet Variance |
wvcov |
Calculate the Asymptotic Covariance Matrix |
[.imu |
Subset an IMU Object |