MovingBlocks-constructor: Create an instance of the 'MovingBlocks' class.

Description Usage Arguments Value

Description

Create an instance of the MovingBlocks class.

Usage

1

Arguments

l

the block length for the block bootstrap methods

N

number of available observations to bootstrap from

Value

Returns an instance of MovingBlocks.


tobiaskley/quantspec documentation built on May 31, 2019, 4:44 p.m.