Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free
Documentation
R
simts

gmwm_sd_bootstrapper

Bootstrap for Standard Deviations of Theta Estimates

Description

Using the bootstrap approach, we simulate a model based on user supplied parameters

Usage

gmwm_sd_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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.