BootstrapKStest: BootstrapKStest

Description Usage Arguments Value Author(s) References

Description

BootstrapKStest is a function that calculates the optimal parameter of the two-point distribution based on the Kolmogorov-Smirnov-Test.

Usage

1
BootstrapKStest(Residuals, NB = 100, grid = 10)

Arguments

Residuals

Y.learn - Y.lern.hat

NB

Number of bootstrap samples

grid

Size of the grid

Value

W n x NB-Matrix of bootstrapped residuals.

Author(s)

Simon Mueller simon.mueller@mathematik.uni-stuttgart.de

References

Davidson, J., Monticini, A., and Peel, D. Implementing the wild bootstrap using a two-point distribution. Economics Letters, Vol. 96, No. 3. (2007), pp. 309-315.


sipemu/Nonparametric-Functional-Data-Analysis documentation built on May 29, 2019, 10:10 p.m.