dfConn (version 0.2.1)

MLPB3: Multivariate Linear Bootstrapping - core function

Description

Multivariate Linear Bootstrapping - core function

Usage

MLPB3(X, Boot, l = 1, eps = 1, beta = 1, l_automatic = 0,
  l_automatic_local = 0)

Arguments

X

data matrix

Boot

integer, number of bootstrap samples to be generated

l

numeric, the banding parameter, default is 1

eps

numeric the parameters for making Gamma_kappa_matrix positive definite if necessary, default is 1;

beta

numeric the parameters for making Gamma_kappa_matrix positive definite if necessary, default is 1;

l_automatic

numeric the banding parameter, default is 1, data-adaptively;

l_automatic_local

numeric, the banding parameter default is 0

Value

a numeric matrix with n*boot rows and m columns, where n, m refer to the number of rows and number of columns in input data matrix, and boot refer to number of bootstrap samples to be generated.

Examples

# NOT RUN {
# Multivariate linear bootstrapping on a random matrix with 2 rows and 4 columns
MLPB3(matrix(rnorm(16),2,4), 3)

# }