BootPos-class: Class for Generation of Bootstrapped Replications of a Time...

In quantspec: Quantile-Based Spectral Analysis of Time Series

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.

quantspec documentation built on July 15, 2020, 1:07 a.m.