opt_n_gof_bootstrapper: Bootstrap for Optimism and GoF

Description Usage Arguments Details Value Author(s) Examples

Description

Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.

Usage

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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

Examples

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# Coming soon

gmwm documentation built on April 14, 2017, 4:38 p.m.