Bootstrap for State Space Models
bootStateSpace: Bootstrap for State Space Models
Estimated Parameter Method for an Object of Class bootstatespace
Confidence Intervals Method for an Object of Class bootstatespace
Extract Method for an Object of Class bootstatespace
Extract Generic Function
Parametric Bootstrap for the State Space Model (Fixed Parameters)
Parametric Bootstrap for the Linear Stochastic Differential Equation M...
Parametric Bootstrap for the Ornstein–Uhlenbeck Model using a State Sp...
Parametric Bootstrap for the Vector Autoregressive Model (Fixed Parame...
Print Method for an Object of Class bootstatespace
Summary Method for an Object of Class bootstatespace
Sampling Variance-Covariance Matrix Method for an Object of Class `boo...
Provides a streamlined and user-friendly framework for bootstrapping in state space models, particularly when the number of subjects/units (n) exceeds one, a scenario commonly encountered in social and behavioral sciences. The parametric bootstrap implemented here was developed and applied in Pesigan, Russell, and Chow (2025) <doi:10.1037/met0000779>.
Useful links