bootstrapfun: Bootstrap for the univariate distributions

In GenHMM1d: Goodness-of-Fit for Univariate Hidden Markov Models

Description

Bootstrap for the univariate distributions

Usage

bootstrapfun(
  Q,
  family,
  theta,
  n,
  size = 0,
  max_iter = 10000,
  eps = 0.001,
  useFest = 1
)

Arguments

Q	transition matrix;
family	distribution name; (run the command distributions() for help)
theta	parameters
n	number of simulated observations
size	additional parameter for some discrete distributions; run the command distributions() for help
max_iter	maximum number of iterations of the EM algorithm; suggestion 10000
eps	precision (stopping criteria); suggestion 0.001
n_sample	number of bootstrap samples; suggestion 1000
UseFest	1 (default) to use the first estimated parameters as starting value for the bootstrap, 0 otherwise

Value

Internal function used for the parametric bootstrap

GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.