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simts

bootstrap_gof_test

Compute the Bootstrapped GoF Test

Description

Handles the bootstrap computation and the bootstrapped p-value.

Usage

bootstrap_gof_test(obj_value, bs_obj_values, alpha, bs_gof_p_ci)

Arguments

obj_value

A double that contains the optimized objective function value.
bs_obj_values

A vec that contains the objective function values under bootstrap.
alpha

A double that indicates the confidence.
bs_gof_p_ci

A bool that indicates whether CIs should be included or not.

Value

A vec that has

  • Test Statistic

  • Low CI

  • Upper CI - BS

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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