Class for Generation of Bootstrapped Replications of a Time Series.
BootPos
is an S4 class that provides a common interface to different algorithms that can be used for implementation of a block bootstrap procedure in the time domain.
class
After initialization the bootstrapping can be performed by applying getPositions
to the object.
Different block bootstraps are implemented by creating a subclass together with a getPositions
method that contains the implementation of the block resampling procedure.
Currently the following implementations are available:
MovingBlocks
and getPositions-MovingBlocks
.l
: the (expected) block length for the block bootstrap methodsN
: number of available observations to bootstrap fromLahiri, S. N. (1999). Theoretical Comparisons of Block Bootstrap Methods. The Annals of Statistics, 27 (1), 386--404.