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

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.

bootstrap_gof_test: Compute the Bootstrapped GoF Test

Description

Usage

Arguments

Value