opt_n_gof_bootstrapper {simts} | R Documentation |
Bootstrap for Optimism and GoF
Description
Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.
Usage
opt_n_gof_bootstrapper(
theta,
desc,
objdesc,
scales,
model_type,
N,
robust,
eff,
alpha,
H
)
Arguments
theta |
A vector with dimensions N x 1 that contains user-supplied initial values for parameters
|
desc |
A vector<string> indicating the models that should be considered.
|
objdesc |
A field<vec> that contains an object description (e.g. values) of the model.
|
scales |
A vec containing the scales of the process.
|
model_type |
A string containing the model type either: SSM or IMU
|
N |
A int indicating how long the integer is.
|
robust |
A bool indicating robust (T) or classical (F).
|
eff |
A double that handles efficiency.
|
H |
A int that indicates how many bootstraps should be obtained.
|
Details
Expand in detail...
Value
A vec
that contains the parameter estimates from GMWM estimator.
Author(s)
JJB
[Package
simts version 0.2.2
Index]