ClippedFT class.The parameter type.boot can be set to choose a block bootstrapping
procedure. If "none" is chosen, a moving blocks bootstrap with
l=lenTS(Y) and N=lenTS(Y) would be done. Note that in that
case one would also chose B=0 which means that getPositions
would never be called. If B>0 then each bootstrap replication would
be the undisturbed time series.
clippedFT(
Y,
frequencies = 2 * pi/lenTS(Y) * 0:(lenTS(Y) - 1),
levels = 0.5,
isRankBased = TRUE,
B = 0,
l = 0,
type.boot = c("none", "mbb")
)Returns an instance of ClippedFT.
A matrix of real numbers containing the time series from
which to determine the quantile periodogram as columns, or a
ts object or a zoo object.
A vector containing frequencies at which to determine the quantile periodogram.
A vector of length K containing the levels at which the
ClippedFT frequency representation is to be
determined.
If true the time series is first transformed to pseudo
data [cf. FreqRep].
number of bootstrap replications
(expected) length of blocks
A flag to choose a method for the block bootstrap; currently
two options are implemented: "none" and "mbb"
which means to do a moving blocks bootstrap with B
and l as specified.
For an example see FreqRep.