tsboot2: Internal 'LFL' function.
In matheusbarroso/dboot: Dependent Bootstrap package

Description Usage Arguments Details Value Note Author(s) References Examples

Generate R bootstrap replicates of a statistic applied to a time series. The replicate time series can be generated using fixed lengths replicates.

tsboot2(tseries, statistic, R = 100, l = NULL, n.sim = NROW(tseries),
  ran.gen = function(tser, n.sim, args) tser, ran.args = NULL,
  allow.parallel = TRUE, seed = 123, packages = NULL, export = NULL,
  ...)

`tseries`	A univariate or multivariate time series.
`statistic`	A function which when applied to `tseries` returns a vector containing the statistic(s) of interest. Each time `statistic` is called it is passed a time series of length `n.sim` which is of the same class as the original `tseries`. Any other arguments which `statistic` takes must remain constant for each bootstrap replicate and should be supplied through the ... argument to `tsboot2`.
`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
`n.sim`	The length of the simulated 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.
`allow.parallel`	Logical TRUE/FALSE indicating whether parallel computation via the foreach package should be used. The default value is TRUE. OBS:paralllel backend must be registered prior to calling `tsboot2`.
`seed`	The used seed in the bootstrap replication.
`packages`	If `allow.parallel = TRUE`. A character vector with the lisf of packages required by `statisitc`.
`export`	If `allow.parallel = TRUE`. A character vector with the lisf of objects (functions, etc...) required by `statisitc`.
`...`	Extra argumetns to `statistic` may be supplied here. Beware of partial matching to the arguments of `tsboot2` listed above.
`seed`	Numeric, the seed to `set.seed()` for replicable examples.

This is a modified version of the tsboot of the boot package. Here, only Moving Block Bootstrap is implemented, the function is modified to return the resampled blocks and some unecessary arguments were deleted. Additionaly, the parallel option is through the doParallel package.

An object of class "boot" with similar components as tsboot

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

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

Angelo Canty and Brian Ripley (2017). boot: Bootstrap R (S-Plus) Functions. R package version 1.3-19.

Davison, A. C. & Hinkley, D. V. (1997) Bootstrap Methods and Their Applications. Cambridge University Press, Cambridge. ISBN 0-521-57391-2

## Not run: 
library(dboot)
library(gamlss)
library(doParallel)
no_cores <- if(detectCores()==1) 1 else detectCores() -1
registerDoParallel(no_cores)
bootf <- function (db,ord,fam) {
 fit2 <- garmaFit2(yt~x-1,data=db,order=ord,family=fam,tail=0,control=list(iter.max=1000))
 return(fit2$coef)}
ord <- c(1,1) ; fam="GA"
db <- example_LFL
tsboot2(db, statistic=bootf, R = 10, l = 100,ord=ord,fam=fam,export=c("garmaFit2"),package=c("gamlss"))

## End(Not run)