QPBoot-class: Class for a Parametric Bootstrap based on Quantile Spectral...

Description Slots

Description

QPBoot is a class to compute und contain the results of a parametric bootstrap based on Quantile Spectral Analysis.

Slots

data

the original data where the parametric bootstrap is based upon

sPG

a smoothed quantile Periodogram from the quantspec-package calculatet from data

model

parametric model for the bootstrap from tsModel-class, some Examples can be found in Models

param

parameter estimated for the model from the data

sPGsim

smoothed quantile periodograms of the simulated time series


stefanbirr/QPBoot documentation built on May 30, 2019, 10:43 a.m.