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@lionelvoirol lionelvoirol released this 01 Sep 21:32
· 40 commits to master since this release
v1.0.2
2ae7773

Update gmwmx version 1.0.2

  • Modified how is inverted the Sigma matrix in estimate_gmwmx() by now using ltsa::TrenchInverse to exploit toeplitz structure of the matrix.

  • Modified how is computed the Wavelet Variance of the GLS residuals to be performed on the available wavelets coefficients in presence of missing observations in the function estimate_gmwmx().

  • Corrected bug in estimate_hector() that led to non-existent names for the vector of estimated functional parameters, causing problems when printing the estimated model.

  • Corrected bug in estimate_hector() that provided the wrong value FullCov to the argument LikelihoodMethod for Hector ctl file. The default is now set to AmmarGrag and the user can specify it with the new argument likelihood_method of the function estimate_hector().

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