simula is the original work horse function to implement the DB method. However, when this function returns an estimate of rho to be .99, another work horse function simulacorrection kicks in.
simula(x, y, arp, nbs, nbscov, conf, method, scores)the design matrix, including intercept, i.e. the first column being ones.
the response variable.
the order of autoregressive errors.
the bootstrap size for the first bootstrap procedure. Default is 500.
the bootstrap size for the second bootstrap procedure. Default is 500.
the confidence level of CI for rho, default is 0.95.
the method to be used for fitting. If "OLS", uses the ordinary least square lm; If "RANK", uses the rank-based fit rfit.
Default is Wilcoxon scores
see dbfit.
McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method to analyze linear models with autoregressive error terms. Psychological methods, 5 (1), 87. Shaofeng Zhang (2017). Ph.D. Dissertation.