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

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:



the (expected) block length for the block bootstrap methods


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.

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