opt_n_gof_bootstrapper: Bootstrap for Optimism and GoF

View source: R/RcppExports.R

opt_n_gof_bootstrapperR Documentation

Bootstrap for Optimism and GoF

Description

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

Usage

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


simts documentation built on Aug. 31, 2023, 5:07 p.m.