running.bootstrap: Running boostrap experiments

Description Usage Arguments Value

Description

This function is used to run boostrap experiments.

Usage

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running.bootstrap(true_param = c(p1 <- sample(1:50, 1)/100,
  sample(1:floor((0.9 - p1) * 100/9), 1)/100), N = 100, M = 100,
  burnin = 200, cutoff = 100, dim = c(30, 30, 200),
  ncores = doParallel::detectCores() - 1, n.iterations = 30, print = TRUE)

Arguments

true_param

Numeric, Parameter vector, consiting of α_0 and α_1. Default value draws random parameter vector well within the stationary region.

N

Integer, number of Monte Carlo repetitions of bootstrap experiment.

M

Integer, number of Boostrap replicas made per Monte Carlo repetition.

burnin

Integer, size of temporal burnin

cutoff

Integer, number of spatial points to be "cut off" in each spatial direction in order to make the simulated process non-circular. If cutoff=0, the process is circular.

dim

Numeric vector of length 3, indicating dimension size on form spatial1 x spatial2 x temporal

ncores

Integer, number of parallel processors to be used.

n.iterations

Integer, maximum number of iterations in the maximazation routine.

print

Logical, indicating if reports should be printed.

Value

The function returns a list consisting of summary statistics and the raw data estimates


Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.