QPBoot-class

<code>QPBoot</code> is a class to compute und contain the results of a parametric
bootstrap based on Quantile Spectral Analysis.

S4-classes

Provides functionality for model validation by computing a
parametric bootstrap and comparing the Quantile Spectral Densities.

Stefan Birr

QPBoot

Model Validation using Quantile Spectral Analysis and Parametric
Bootstrap

QPBoot-class function

<dl class="dl-horizontal">
<dt><code>data</code></dt><dd>the original data where the parametric bootstrap is based upon</dd></dl><dt><code>sPG</code></dt><dd>a smoothed quantile Periodogram from the <code>quantspec</code>-package
calculatet from <code>data</code></dd><dt><code>model</code></dt><dd>parametric model for the bootstrap from <a rd-options="" href="/link/tsModel-class?package=QPBoot&version=0.2" data-mini-rdoc="QPBoot::tsModel-class">tsModel-class</a>, some Examples
can be found in <a rd-options="" href="/link/Models?package=QPBoot&version=0.2" data-mini-rdoc="QPBoot::Models">Models</a></dd><dt><code>param</code></dt><dd>parameter estimated for the <code>model</code> from the <code>data</code></dd><dt><code>sPGsim</code></dt><dd>smoothed quantile periodograms of the simulated time series</dd>

QPBoot-class: Class for a Parametric Bootstrap based on Quantile Spectral Analysis

Description

Arguments

Slots