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ctmva (version 1.6.0)

ccor_oneboot: Curve correlation for a single bootstrap sample

Description

This internal function is called repeatedly by ccor_boot. It is not ordinarily called by users.

Usage

ccor_oneboot(y, time, curve = NULL, k = 15, min.overlap = 0, min.n = 8)

Arguments

y, time, curve, k, min.overlap, min.n

see ccor

Author

Philip Tzvi Reiss <reiss@stat.haifa.ac.il>, Noemi Foa, Dror Arbiv and Biplab Paul <paul.biplab497@gmail.com>