getPositions-MovingBlocks: Get Positions for the Moving Blocks Bootstrap.

getPositions-MovingBlocksR Documentation

Get Positions for the Moving Blocks Bootstrap.

Description

Get Positions for the Moving Blocks Bootstrap.

Usage

## S4 method for signature 'MovingBlocks'
getPositions(object, B = 1)

Arguments

object

a MovingBlocks object; used to specify the parameters N, l and the type of the bootstrap.

B

Number of independent repetitions to bootstrap.

Value

a matrix of dimension [N,B] where each column gives the positions in which to reorder the observations to yield one bootstrap replication.


quantspec documentation built on Sept. 11, 2024, 9:15 p.m.