R/samp.boot.block.R

# TODO: Add comment
# 
# Author: tradcc
###############################################################################


samp.boot.block <- function(n, B, blockLength = 20)
{
	# Simple block bootstrap, overlapping blocks, no wrap-around,
	# no matching of ends.
	# n = length of data, B = bootstrap replicates
	nblocks <- ceiling(n / blockLength)
	x <- sample(1:(n - blockLength + 1), B * nblocks, replace = TRUE)
	dim(x) <- c(nblocks, B)
	apply(x, 2, function(y, L) (0:(L - 1)) + rep(y, each = L), L = blockLength)[1:n,]
}
davidcarslaw/ggopenair documentation built on May 14, 2019, 10:37 p.m.