View source: R/block_bootstrap.R
starting_locs | R Documentation |
This function performs random sampling to obtain random starting locations for block bootstrap.
starting_locs(N, l, k, boot_type = "moving")
N |
The length of the observation window. |
l |
The block length considered for bootstrap. |
k |
The number of blocks considered for bootstrap. |
boot_type |
What type of block bootstrap should be used, either 'moving' for moving block bootstrap or 'circular' for circular block bootstrap. |
This function performs random sampling to obtain random starting locations for block bootstrap.
If type = 'moving'
, the set \{1, \dots, N - \ell + 1\}
is randomly sampled, with replacement, k
times to obtain random block locations for moving block bootstrap.
If type = 'circular'
, the set \{1, \dots, N\}
is randomly sampled, with replacement, k
times to obtain random block locations for moving block bootstrap.
A vector of length k
whose values are random block locations.
Chapters 2.5 and 2.7 in Lahiri, S. N. (2003). Resampling Methods for Dependent Data. Springer. https://doi.org/10.1007/978-1-4757-3803-2
Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. The Annals of Statistics 17(3), 1217-1241. https://doi.org/10.1214/aos/1176347265
Politis, D. N. & Romano, J. P. (1991). A Circular Block-Resampling Procedure for Stationary Data. In R. LePage & L. Billard, eds, Exploring the Limits of Bootstrap, Wiley, 263-270.
starting_locs(4, 2, 2)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.