optimism_bootstrapper {simts}R Documentation

Bootstrap for Optimism

Description

Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.

Usage

optimism_bootstrapper(
  theta,
  desc,
  objdesc,
  scales,
  model_type,
  N,
  robust,
  eff,
  alpha,
  H
)

Arguments

theta

A vector with dimensions N x 1 that contains user-supplied initial values for parameters

desc

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

objdesc

A field<vec> that contains an object description (e.g. values) of the model.

Details

Expand in detail...

Value

A vec that contains the parameter estimates from GMWM estimator.

Author(s)

JJB


[Package simts version 0.2.2 Index]