cov_bootstrapper: Bootstrap for Matrix V
In simts: Time Series Analysis Tools

cov_bootstrapper

R Documentation

Bootstrap for Matrix V

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

cov_bootstrapper(theta, desc, objdesc, N, robust, eff, H, diagonal_matrix)

`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.