Boot: Generic Bootstrap Function

In FGN: Fractional Gaussian Noise and power law decay time series model fitting

Description

Generic function to bootstrap a fitted model.

Usage

Boot(obj, R=1, ...)

Arguments

obj	fitted object
R	number of bootstrap replicates
...	optional arguments

Value

Parametric bootstrap simulation

Author(s)

A.I. McLeod

References

McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.

See Also

Boot.FitFGN

Examples

## Not run: 
data(NileMin)
out<-FitFGN(NileMin)
Boot(out, R=3)

## End(Not run)

FGN documentation built on May 30, 2017, 7:19 a.m.