Description Usage Arguments Value
The parameter type.boot
can be set to choose a block bootstrapping
procedure. If "none"
is chosen, a moving blocks bootstrap with
l=length(Y)
and N=length(Y)
would be done. Note that in that
case one would also chose B=0
which means that getPositions
would never be called. If B>0
then each bootstrap replication would
be the undisturbed time series.
1 2 3 4 5 6 7 8 9 10 11 12 13 |
Y |
A |
frequencies |
A vector containing frequencies at which to determine the quantile periodogram. |
levels.1 |
A vector of length |
levels.2 |
A vector of length |
isRankBased |
If true the time series is first transformed to pseudo
data [cf. |
type |
A flag to choose the type of the estimator. Can be either
|
type.boot |
A flag to choose a method for the block bootstrap; currently
two options are implemented: |
B |
number of bootstrap replications |
l |
(expected) length of blocks |
method |
method used for computing the quantile regression estimates.
The choice is passed to |
parallel |
a flag to allow performing parallel computations, where possible. |
Returns an instance of QuantilePG
.
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