M.collection: Internal 'LFL' function for computing I(i) in the JAB...
In matheusbarroso/dboot: Dependent Bootstrap package

Description Usage Arguments Details Value Note Author(s) References

M.collection computes the subcollection of all resampled block-sets of size R where none of the resampled blocks equals the deleted blocks.

1	M.collection(m, M, R, blocks)

`m`	The number of bootstrap blocks to be deleted. The default value is: m = c_{2}n^(1/3)l^(2/3)
`M`	The number of usable observations after deleting `m`, M = n-l-m-2
`R`	A positive integer giving the number of bootstrap replicates required.
`blocks`	A list with two elements, the first named starts and the second lenghts. The former is a pxq matrix, p = R and q = ceiling(n/l) giving the p block resample initial positions. The latter gives the length of each block. `blocks` is usually equal to `estimate.l$blocks`, the block output of the `tsboot2` function.

M.collection is an internal function called by LFL. It has the resampled blocks as inputs and the reusable blocks as output.

A list with the index of reusable blocks of length M. This is the I(i) step in the JAB algorithm.

For bugs and further requests please refer to https://github.com/matheusbarroso/dboot

Matheus de Vasconcellos Barroso

Lahiri, S. N. 2002. ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES. Econometric Theory. 18, 2002, pp. 79-98.

Lahiri, Soumendra, Furukawa, Kyoji and Lee, Yd. 2007. A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods. Statistical Methodology. July, 2007, Vol. 4, 3, pp. 292-321.

Barroso, Matheus de V. 2018. BOOTSTRAP METHODS FOR GENERALIZED AUTOREGRESSIVE MOVING AVERAGE MODELS

matheusbarroso/dboot documentation built on May 16, 2019, 8:13 p.m.