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boot_pval_gof

Generate the Confidence Interval for GOF Bootstrapped


Description

yaya

Usage

boot_pval_gof(obj, obj_boot, B = 1000L, alpha = 0.05)

Arguments

obj

A double containing the objective value of the solution.

obj_boot

A vec containing the objective values obtained while bootstrapping under Theta_hat.

B

An int indicating how many times the bootstrapper should be run.

alpha

A double indicating the amount of confidence for CI

Value

A vec that has the alpha/2.0 quantile and then the 1-alpha/2.0 quantile.


simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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