gof_test: Compute the GOF Test
In schoi355/gmwm: Generalized Method of Wavelet Moments

gof_test

R Documentation

Compute the GOF Test

yaya

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

`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.