make_geom_block_sample: Stationary bootstrap with geometric block size
In ryanholbrook/investmentsim: Investment Simulator

A function for sampling time-dependent data.

1	make_geom_block_sample(ts, block_size, R)

`ts`	a time series to sample from
`block_size`	is mean block size for sampling
`R`	the number of samples

source: https://eranraviv.com/bootstrapping-time-series-r-code/

ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.

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