Description Details Slots References
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.
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
.
l
the (expected) block length for the block bootstrap methods
N
number of available observations to bootstrap from
Lahiri, S. N. (1999). Theoretical Comparisons of Block Bootstrap Methods. The Annals of Statistics, 27(1), 386–404.
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