simts: gmwm_param_bootstrapper – R documentation

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gmwm_param_bootstrapper

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

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