gmwm_imu {simts}R Documentation

GMWM for (Robust) Inertial Measurement Units (IMUs)

Description

Performs the GMWM estimation procedure using a parameter transform and sampling scheme specific to IMUs.

Usage

gmwm_imu(model, data, compute.v = "fast", robust = F, eff = 0.6, ...)

Arguments

model

A ts.model object containing one of the allowed models.

data

A matrix or data.frame object with only column (e.g. N \times 1), or a lts object, or a gts object.

compute.v

A string indicating the type of covariance matrix solver. "fast", "bootstrap", "asymp.diag", "asymp.comp", "fft"

robust

A boolean indicating whether to use the robust computation (TRUE) or not (FALSE).

eff

A double between 0 and 1 that indicates the efficiency.

...

Other arguments passed to the main gmwm function

Details

This version of the gmwm function has customized settings ideal for modeling with an IMU object. If you seek to model with an Gauss Markov, GM, object. Please note results depend on the freq specified in the data construction step within the imu. If you wish for results to be stable but lose the ability to interpret with respect to freq, then use AR1 terms.

Value

A gmwm object with the structure:


[Package simts version 0.2.2 Index]