meboot.pdata.frame (x, reps=999, trim=0.10, reachbnd=TRUE, expand.sd=TRUE, force.clt=TRUE, scl.adjustment = FALSE, sym = FALSE, elaps=FALSE, colsubj, coldata, coltimes, ...)pdata.frame object containing by columns: the individual index, an optional time index and a panel of time series data.TRUE potentially reached bounds (xmin = smallest value - trimmed mean and xmax=largest value + trimmed mean) are given when the random draw happens to be equal to 0 and 1, respectively.
expand.sd.force.clt.TRUE scale adjustment is performed
to ensure that the population variance of the transformed series equals the variance of the data.TRUE an adjustment is peformed to ensure that the ME density is symmetric.x that contains the individual index.x that contains the data of the variable to create the ensemble.fiv to be passed to expand.sd.x times number of replicates indicated in reps. The replicates for the panel of data are arranged by columns. Each replicate in each column is sorted with the same order stablished in the input x.
x should be arranged by individuals. The observations for each individual must be sorted by time. The argument colsubj can be either a numeric or a character index indicating the individual or the time series to which each observation is related.
Only one variable can be replicated at a time, coldata must be of length one.
If the times at which observations are observed is provided specifying the column with the times through the argument coltimes, these times are used only to label the rows of the data.frame returned as output.
meboot. ## Ensemble for a panel of series of stock prices
data("ullwan")
out <- meboot(ullwan, reps=99, colsubj=2, coldata=4)
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