cov_bootstrapper {simts} | R Documentation |
Bootstrap for Matrix V
Description
Using the bootstrap approach, we simulate a model based on user supplied parameters, obtain the wavelet variance, and then V.
Usage
cov_bootstrapper(theta, desc, objdesc, N, robust, eff, H, diagonal_matrix)
Arguments
theta |
A |
desc |
A |
objdesc |
A |
Details
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Value
A vec
that contains the parameter estimates from GMWM estimator.
Author(s)
JJB
[Package simts version 0.2.2 Index]