BootPos-class | R Documentation |
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.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.