gof_test: Compute the GOF Test

Description Usage Arguments Value

View source: R/RcppExports.R

Description

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Usage

1
gof_test(theta, desc, objdesc, model_type, tau, v_hat, wv_empir)

Arguments

theta

A vec 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> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

model_type

A string that contains the model type: "imu" or "ssm"

tau

A vec containing the scales of a proccess.

v_hat

A mat that contains the bootstrapped matrix.

wv_empir

A vec that contains the empirical wavelet variance.

Value

A vec that has


SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.