quantspec (version 1.0-0)

BootPos-class: Class for Generation of Bootstrapped Replications of a Time Series.

Description

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.

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:

• MovingBlocksandgetPositions-MovingBlocks.

References

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