CI inference not working

[stefangachter]

The computation of the confidence intervals of the estimates is currently not available for mgmwm and fails in summary.gmwm for the gmwm2 branch. The following example fails at line

sumGyroAxis = summary(estimModelGyroAxis$fit, inference=TRUE)

with the error:

Error in eval(expr, envir = envir) : 
  matrix multiplication: incompatible matrix dimensions: 2x18 and 19x19

I suspect the error to happen in the arma::field<arma::mat> get_summary function. Any advice on how this error could be fixed? We would love to see CI inference working for gmwm2.

library(imudata)
library(gmwm)


titleLabel = 'ADIS 16405 IMU1'
xLabel = 'Time Scale (s)'
yLabel = list(Gyroscope='Variance ((deg/s)^2)')

data(adis_16405_imu1)

freq = attr(adis_16405_imu1, "freq")
dataGyroAxis = adis_16405_imu1[,1]

dataGyroAxisWv = wvar(dataGyroAxis)
plot(dataGyroAxisWv, split=FALSE, xlab=xLabel, ylab=yLabel, main=titleLabel)

model = WN() + RW()
estimModelGyroAxis = mgmwm(model, dataGyroAxisWv$wvar, freq=freq)
sumGyroAxis = summary(estimModelGyroAxis$fit, inference=TRUE)

capture.output(sumGyroAxis)
plot(estimModelGyroAxis, decomp=TRUE, xlab=xLabel, ylab=yLabel$Gyroscope)