boot.sqr: Bootstrap of Spline Quantile Regression (SQR) Coefficients

In qfa: Quantile-Frequency Analysis (QFA) of Time Series and Spline Quantile Regression (SQR)

Bootstrap of Spline Quantile Regression (SQR) Coefficients

Description

This function generates bootstrap samples for the SQR coefficients and their derivatives

Usage

boot.sqr(
  fit,
  nsim = 1000,
  blocklength = 1,
  n.cores = 1,
  mthreads = FALSE,
  seed = 1234567
)

Arguments

fit	output from sqr()
nsim	number of bootstrap samples (default = 1000)
blocklength	blocklength for block sampling scheme (default = 1)
n.cores	number of cores for parallel computing (default = 1)
mthreads	if FALSE (default), set RhpcBLASctl::blas_set_num_threads(1)
seed	seed of random number generator (default = 1234567)

Value

A list with the following elements:

coefficients	array of bootstrap regression coefficients
derivatives	array of boostrap derivatives of regression coefficient
info	sequence convergence status

qfa documentation built on March 30, 2026, 5:07 p.m.