bootFUN: Bootstrap

In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager

Description

Bootstrap a function

Usage

bootFUN(R, FUN = "mean", ..., replications = 1000)

Arguments

R	xts object or matrix of data passed to FUN.
FUN	the function to be applied.
replications	number of bootstrap replications.
...	optional arguments to FUN.

Details

R is the data passed to FUN. FUN must have x or R as arguments for the data. For example, see the functions linked to in the 'See Also' section. Care must be taken when using bootFUN on multivariate data. This function is designed to only accept univariate (i.e. ncol(R) = 1) data, however is made to work with bivariate data for bootCor and bootCov. For multivariate data, a wrapper function should be written to apply the bootstrap function to each column of data.

Author(s)

Ross Bennett

See Also

bootMean, bootSD, bootStdDev, bootSimpleVolatility, bootCor, bootCov, bootVaR, bootES

GARPFRM documentation built on May 2, 2019, 5:45 p.m.