gmwm_param_bootstrapper: Bootstrap for Estimating Both Theta and Theta SD
In schoi355/gmwm: Generalized Method of Wavelet Moments
gmwm_param_bootstrapper R Documentation
Bootstrap for Estimating Both Theta and Theta SD
Description
Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.
Usage
gmwm_param_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.
Details
Expand in detail...
Value
A vec that contains the parameter estimates from GMWM estimator.
Author(s)
JJB
Examples
# Coming soon
schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.
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| gmwm_param_bootstrapper | R Documentation |
Bootstrap for Estimating Both Theta and Theta SD
Description
Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.
Usage
gmwm_param_bootstrapper(theta, desc, objdesc, scales, model_type, N, robust, eff, alpha, H)
Arguments
theta |
A |
desc |
A |
objdesc |
A |
Details
Expand in detail...
Value
A vec that contains the parameter estimates from GMWM estimator.
Author(s)
JJB
Examples
# Coming soon
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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