gof_test

A <code>vec</code> with dimensions N x 1 that contains user-supplied initial values for parameters

theta

A <code>vector<string></string></code> indicating the models that should be considered.

desc

A <code>field<vec></vec></code> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))

objdesc

A <code>string</code> that contains the model type: <code>"imu"</code> or <code>"ssm"</code>

model_type

A <code>vec</code> containing the scales of a proccess.

A <code>mat</code> that contains the bootstrapped matrix.

v_hat

A <code>vec</code> that contains the empirical wavelet variance.

wv_empir

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.

gof_test: Compute the GOF Test

Description

Usage

Arguments

Value