MovingBlocks-constructor: Create an instance of the 'MovingBlocks' class.

Description Usage Arguments Value

Description

Create an instance of the MovingBlocks class.

Usage

1

Arguments

l

the block length for the block bootstrap methods

N

number of available observations to bootstrap from

Value

Returns an instance of MovingBlocks.


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