boot_pval_gof

A <code>double</code> containing the objective value of the solution.

A <code>vec</code> containing the objective values obtained while bootstrapping under Theta_hat.

obj_boot

An <code>int</code> indicating how many times the bootstrapper should be run.

A <code>double</code> indicating the amount of confidence for CI

alpha

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

Justin Lee

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

boot_pval_gof function

Generate the Confidence Interval for GOF Bootstrapped — boot_pval_gof

Generate the Confidence Interval for GOF Bootstrapped

boot_pval_gof: Generate the Confidence Interval for GOF Bootstrapped

Description

Usage

Arguments

Value