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gof_test

Compute the GOF Test

Description

yaya

Usage

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

Arguments

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.

Value

A vec that has

  • Test Statistic

  • P-Value

  • DF

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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