btsampleStaty: Bootstrap from a stationary time series

In vincenzocoia/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description

Indexes for bootstrap from a stationary time series

Usage

btsampleStaty(size,p)

Arguments

size	length of time series
p	geometric rate such as size^(-1/3)

Value

vector of length 'size', each element is an integer between 1 and 'size'

References

Politis DN and Romano JP (1994). The stationary bootstrap. Journal of the American Statistical Association, 89, 1303–1313.

Examples

set.seed(123)
n=500
p=n^(-1/3)
for(isim in 1:5)
{ ii=btsampleStaty(n,p)
  print(length(unique(ii))) 
}

vincenzocoia/CopulaModel documentation built on Oct. 27, 2021, 6:41 a.m.