Usage
output.format(out, model.names, scales, N, alpha, robust, eff, B, G, seed, freq = 1)
Arguments
out
A list
containing the model matrix
model.names
A character vector
that contains the names of the models fit.
scales
A vector
containing the 2^(1:J) scales.
N
A int
indicating the length of the time series.
alpha
A double
indicating the CI confidence.
robust
A bool
indicating whether to use robust (T) or to use classical (F)
eff
A double
indicating the efficiency for robust estimation.
B
A int
to indicate how many bootstraps should occur when generating the V matrix.
G
A int
to indicate how many guesses should be performed during the grid search
seed
A seed
to recreate the same GMWM estimator results.
freq
A double
that represents the frequency between observations.