BootPos-class function

Class for Generation of Bootstrapped Replications of a Time Series.

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

Details

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.

Slots

  • l: the (expected) block length for the block bootstrap methods
  • N: number of available observations to bootstrap from

References

Lahiri, S. N. (1999). Theoretical Comparisons of Block Bootstrap Methods. The Annals of Statistics, 27 (1), 386--404.

  • Maintainer: Tobias Kley
  • License: GPL (>= 2)
  • Last published: 2024-07-11