gof_test {simts} | R Documentation |
Compute the GOF Test
Description
yaya
Usage
gof_test(theta, desc, objdesc, model_type, tau, v_hat, wv_empir)
Arguments
theta |
A vec 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> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))
|
model_type |
A string that contains the model type: "imu" or "ssm"
|
tau |
A vec containing the scales of a proccess.
|
v_hat |
A mat that contains the bootstrapped matrix.
|
wv_empir |
A vec that contains the empirical wavelet variance.
|
Value
A vec
that has
Test Statistic
P-Value
DF
[Package
simts version 0.2.2
Index]