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

MovingBlocks-constructorR Documentation

Create an instance of the MovingBlocks class.

Description

Create an instance of the MovingBlocks class.

Usage

movingBlocks(l, N)

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 Sept. 11, 2024, 9:15 p.m.