ARsieve_BS_sample: AR-sieve sample
In rwigren/TSAutils: A set of utilities for time series analysis
Description
Usage
Arguments
Examples
Description
Gets a single sample according to the AR-sieve bootstrap scheme.
Usage
1
ARsieve_BS_sample(mean, ar.coef, innov.fn, sim.length)
Arguments
mean
Mean of the series
ar.coef
Coefficients of the AR process
sim.length
Length of the new, sampled series
Examples
1
2
series <- arima.sim(model=list(ar=c(0.6, -0.4)), n=100)
block_BS_sample(series, 5)
rwigren/TSAutils documentation built on Nov. 5, 2019, 5:10 a.m.
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Description Usage Arguments Examples
Description
Gets a single sample according to the AR-sieve bootstrap scheme.
Usage
1 | ARsieve_BS_sample(mean, ar.coef, innov.fn, sim.length)
|
Arguments
mean |
Mean of the series |
ar.coef |
Coefficients of the AR process |
sim.length |
Length of the new, sampled series |
Examples
1 2 | series <- arima.sim(model=list(ar=c(0.6, -0.4)), n=100)
block_BS_sample(series, 5)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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