gmwm_param_bootstrapper: Bootstrap for Estimating Both Theta and Theta SD
In simts: Time Series Analysis Tools

gmwm_param_bootstrapper

R Documentation

Bootstrap for Estimating Both Theta and Theta SD

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

gmwm_param_bootstrapper(
  theta,
  desc,
  objdesc,
  scales,
  model_type,
  N,
  robust,
  eff,
  alpha,
  H
)

`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.