rank.models(data, ..., nested = F, bootstrap = F, model.type = "ssm", alpha = 0.05, robust = F, eff = 0.6, B = 50, G = 1e+05, freq = 1, seed = 1337)
vector
, data.frame
, matrix
, or gts
object with 1 column.ts.model
s to be compared.bool
that indicates whether the ts.model objects are nested within a large object given within the list. If not, the a full model will be created.bool
that is either true or false to indicate whether we use bootstrap or asymptotic By default, we use asymptotic.string
indicating whether the model should be a "ssm"
or "imu"
.double
that indicates the level of confidence for the WV CI.boolean
that indicates whether to use robust estimation.double
between 0 and 1 that indicates the efficiency for the robust estimation.integer
that contains the amount of bootstrap replicationsinteger
that indicates the amount of guesses for caliberating the startup.double
that represents the frequency between observations.integer
that is used to set a seed for reproducibility.rank.models
object.
To supply the models, enter them as: AR1()+WN(), AR1(), 3*AR1()
Any parameter that you wish to use must then be specified. e.g. to specify nested, you must use nested = T. Otherwise, it the function will stop.
Due to the structure of rank.models
, you cannot mix and match AR1()
and GM()
objects.
So you must enter either AR1() or GM() objects.