Scripts/bootstrap.R

In Sondre91/STGARCH: STGARCH

rm(list=ls())
library(STGARCH)
library(ggplot2)
result <- running.bootstrap(true_param = c(.25, .08),
                            dim = c(10,10,100),
                            N = 1000,
                            M = 200,
                            burnin = 100,
                            cutoff = 100,
                            ncores = 30,
                            print = TRUE)
p <- plotting.bootstrap.output(result)
save.image("STGARCH_bootstrap.RData")



library(devtools)
devtools::install_github("Sondre91/STGARCH")
library(STGARCH)
ggplot_bootstrap
plotting.bootstrap.output
?STGARCH:::plotting.bootstrap.output