ar_bootstrap_estimates: Get bootstrapped estimates of parameters
In longjess/hornsharkHMM: Functions For Analysing Horn Shark Data Using Hidden Markov Models
View source: R/univariate_autoregressive_hmm_functions.R
ar_bootstrap_estimates R Documentation
Get bootstrapped estimates of parameters
Description
Get bootstrapped estimates of parameters
Usage
ar_bootstrap_estimates(mod, n, len, stationary)
Arguments
mod
List of maximum likelihood estimation results
n
Number of bootstrap samples
len
Number of observations
stationary
Boolean, whether the HMM is stationary or not
Value
List of estimates
longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.
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View source: R/univariate_autoregressive_hmm_functions.R
| ar_bootstrap_estimates | R Documentation |
Get bootstrapped estimates of parameters
Description
Get bootstrapped estimates of parameters
Usage
ar_bootstrap_estimates(mod, n, len, stationary)
Arguments
mod |
List of maximum likelihood estimation results |
n |
Number of bootstrap samples |
len |
Number of observations |
stationary |
Boolean, whether the HMM is stationary or not |
Value
List of estimates
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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