Description Usage Arguments Details Value Author(s) See Also Examples

To use the WiSE bootstrap methodology in this package, data must be of length *T=2^J* for some positive integer, *J*. This function increases the length of data to achieve the particular length requirement. Generally, this function is useful for data pre-processing.

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`X` |
a matrix of data. This must be numeric and non-missing. |

`by.row` |
logical indicator of observation location. If |

`type` |
how to increase the data length. Allowed values are |

`pad.direction` |
where to add the data padding. Allowed values are |

`replaceLinearTrend` |
logical. If |

If the data supplied is already a power of 2, this function will just return the original or de-trended data.

If the data supplied is of length, *t*, the padded data returned will be of length *T=2^{ceiling(log(t, base=2))}*.

The data length *T=2^J* for a positive integer, *J*, requirement is associated with the discrete wavelet transform. Although methodology exists in the wavelet literature which allows for data series of any length, this methodology does not align with the theory behind WiSE bootstrap.

The `replaceLinearTrend`

option allows the user to control whether linear trend appears in the padded data. The linear trend (by data index) is estimated using least squares for each data series. This trend is removed before padding the data. The estimated trend may or may not be replaced to the padded data. The linear trend consists of the data intercept and slope (by index).

` xPad ` |
a matrix of padded data. This matrix contains the same number of supplied data series, but the data series will be of length |

` origSeriesIndex ` |
a vector of 2 indices. These indicate where the original data is in the padded series. Note, the |

` linearParam ` |
a matrix with 2 rows. The first row is the least squares estimated intercept and the second is the least squares estimated slope (by index) from the data originally supplied. The columns correspond to the individual data series, in order of |

` by.row ` |
same as supplied to the function. |

Megan Heyman

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WiSEBoot documentation built on May 30, 2017, 3:32 a.m.

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