block_BS_sample: Block-wise bootstrap sample
In rwigren/TSAutils: A set of utilities for time series analysis
Description
Usage
Arguments
Examples
Description
Gets a single sample according to the block-wise bootstrap scheme. Used in the blockwise_bootstrap function.
Usage
1
block_BS_sample(series, l, sim.length = NROW(series))
Arguments
series
A stationary time series from which the block-wise sampling will be done. Can be univariate or multivariate.
l
Length of the blocks
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 block-wise bootstrap scheme. Used in the blockwise_bootstrap function.
Usage
1 | block_BS_sample(series, l, sim.length = NROW(series))
|
Arguments
series |
A stationary time series from which the block-wise sampling will be done. Can be univariate or multivariate. |
l |
Length of the blocks |
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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