QPBoot-class: Class for a Parametric Bootstrap based on Quantile Spectral...
In QPBoot: Model Validation using Quantile Spectral Analysis and Parametric Bootstrap
Description
QPBoot is a class to compute und contain the results of a parametric
bootstrap based on Quantile Spectral Analysis.
Slots
datathe original data where the parametric bootstrap is based upon
sPGa smoothed quantile Periodogram from the quantspec-package
calculatet from data
modelparametric model for the bootstrap from tsModel-class, some Examples
can be found in Models
paramparameter estimated for the model from the data
sPGsimsmoothed quantile periodograms of the simulated time series
QPBoot documentation built on May 2, 2019, 4:34 a.m.
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Description
QPBoot is a class to compute und contain the results of a parametric
bootstrap based on Quantile Spectral Analysis.
Slots
datathe original data where the parametric bootstrap is based upon
sPGa smoothed quantile Periodogram from the
quantspec-package calculatet fromdatamodelparametric model for the bootstrap from tsModel-class, some Examples can be found in Models
paramparameter estimated for the
modelfrom thedatasPGsimsmoothed quantile periodograms of the simulated time series
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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