resample_vec: Resampling schemes
In tsDyn: Nonlinear Time Series Models with Regime Switching

resample_vec

R Documentation

Resampling schemes

Bootstrap a vector according to multiple resampling schemes: resampling, block resampling, Wild bootstrap.

resample_vec(
  x,
  boot.scheme = c("resample", "resample_block", "wild1", "wild2", "check"),
  seed = NULL,
  block.size = 2
)

`x`	A numeric vector
`boot.scheme`	The type of resampling scheme used, see Details
`seed`	the seed used, see `set.seed`
`block.size`	for the `resample_block` scheme, the size of the blocks.

This function offers various bootstrap/resampling schemes:

resample: Resampling with replacement
resample_block: Resampling contiguous observations (blocks) with replacement. Use argument block.size
wild1: Wild bootstrap: do not resample, but add a N(0,1) distribution to each value
wild12: Wild bootstrap: same, but add instead -1 or 1.