ts.return: Internal 'tsboot2' function.

Description Usage Arguments Details Value Note Author(s)

Description

Function to return the values tsboot2.

Usage

1
2
ts.return(t0, t, R, tseries, seed, stat, n.sim, l, ran.gen, ran.args, call,
  blocks)

Arguments

t0

t0 is the result of statistic(tseries,...{}), as in boot

t

The results of applying statistic to the replicate time series.

R

A positive integer giving the number of bootstrap replicates required.

tseries

The original time series.

seed

The used seed in the bootstrap replication.

stat

stat = statistic, as defined in tsboot2

n.sim

The length of the simulated series.

l

l is the fixed block length used in generating the replicate time series

ran.gen

This is a function of three arguments. The first argument is a time series, it is the result of selecting n.sim observations from tseries by some scheme and converting the result back into a time series of the same form as tseries (with length n.sim). The second argument to ran.gen is always the value n.sim, and the third argument is ran.args, which is used to supply any other objects needed by ran.gen.

ran.args

This will be supplied to ran.gen each time it is called. If ran.gen needs any extra arguments then they should be supplied as components of ran.args. Multiple arguments may be passed by making ran.args a list. If ran.args is NULL then it should not be used within ran.gen but note that ran.gen must still have its third argument.

call

The tsboot2 call.

blocks

Blocks to be returned.

Details

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

Value

A list with its arguments.

Note

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

Author(s)

Matheus de Vasconcellos Barroso, matheus.vb@gmail.com


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