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

Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

boot_pval_gof: Generate the Confidence Interval for GOF Bootstrapped

Description

Usage

Arguments

Value