bootstrap_gof_test

A <code>double</code> that contains the optimized objective function value.

obj_value

A <code>vec</code> that contains the objective function values under bootstrap.

bs_obj_values

A <code>double</code> that indicates the confidence.

alpha

A <code>bool</code> that indicates whether CIs should be included or not.

bs_gof_p_ci

Handles the bootstrap computation and the bootstrapped p-value.

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

bootstrap_gof_test: Compute the Bootstrapped GoF Test

Description

Usage

Arguments

Value