ts.array: Internal 'tsboot2' function.

In matheusbarroso/dboot: Dependent Bootstrap package

Description

Computes the resampled blocks initial position and length.

Usage

ts.array(n, n.sim, R, l)

Arguments

n	n the length of the bootstraped time series. n = nrow(tseries).
n.sim	The length of the simulated series.
R	A positive integer giving the number of bootstrap replicates required.
l	l is the fixed block length used in generating the replicate time series

Details

ts.array is an internal function called by tsboot2. It is a modified version of the ts.array function of boot.

Value

A list with the two elements:

starts	The initial position of the resampled blocks
lengths	The length of the blocks in starts

Note

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

Author(s)

Matheus de Vasconcellos Barroso, [e-mail]

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