SE.BOOT.cor: Compute the standard error of the measure by tsboot()

In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error

Description

Compute the standard error of the measure by tsboot()

Usage

SE.BOOT.cor(x, myfun, myfun.IF, ..., nsim = 1000, sim = "fixed",
  l = round(length(x)/5))

Arguments

x	vector of data
myfun	measure
myfun.IF	not used
...	other parameters
nsim	number of replicates
sim	the type of simulation
l	the length of the fixed block

Value

standard error

Author(s)

Xin Chen, [e-mail]

Examples

SE.BOOT.cor(x = rnorm(100), myfun = mean, nsim = 100)

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.