Class for Generation of Bootstrapped Replications of a Time Series.

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Description

BootPos is an S4 class that provides a common interface to different algorithms that can be used for implementation of a block bootstrap procedure in the time domain.

Details

After initialization the bootstrapping can be performed by applying getPositions to the object.

Different block bootstraps are implemented by creating a subclass together with a getPositions method that contains the implementation of the block resampling procedure.

Currently the following implementations are available:

  • MovingBlocks and getPositions-MovingBlocks.

Slots

l

the (expected) block length for the block bootstrap methods

N

number of available observations to bootstrap from

References

Lahiri, S. N. (1999). Theoretical Comparisons of Block Bootstrap Methods. The Annals of Statistics, 27(1), 386–404.

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