block_bootsrap: 'block_bootstrap' Performs a block bootstrap on the...

In wwntests: Hypothesis Tests for Functional Time Series

'block_bootstrap' Performs a block bootstrap on the functional data f_data with block size b.

Description

'block_bootstrap' Performs a block bootstrap on the functional data f_data with block size b.

Usage

block_bootsrap(f_data, b, B = 300, moving = FALSE)

Arguments

f_data	the functional data matrix with observed functions in the columns
b	the block size (of each block in each bootstrap sample)
B	the number of bootstraps samples
moving	boolean value specifying whether the block bootstrap should be moving or not. A moving black bootstrap samples individual functional observations and adds on the consequent block, rather than sampling blocks of the data.

Value

Returns a list of B elements, each element being a block bootstrap sample in the same format as the original functional data f_data.

wwntests documentation built on May 29, 2024, 4:23 a.m.