BootPos-class: Class for Generation of Bootstrapped Replications of a Time Series.
Description
BootPos is an S4 class that provides a common
interface to different algorithms that can be used for
implementation of a block bootstrap procedure in the time
domain.Details
After initialization the bootstrapping can be performed by
applying getPositions to the object.
Different block bootstraps are implemented by creating a
subclass together with a getPositions method that
contains the implementation of the block resampling
procedure.
Currently the following implementations are available:
References
Lahiri, S. N. (1999). Theoretical Comparisons of Block
Bootstrap Methods. The Annals of Statistics,
27(1), 386--404.