MovingBlocks-constructor

movingBlocks

Create an instance of the <code>MovingBlocks</code> class.

constructors

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03>
for a description and tutorial.

Tobias Kley

quantspec

Quantile-Based Spectral Analysis of Time Series

Stefan Birr

MovingBlocks-constructor function

<dl><dt>l</dt>
<dd>the block length for the block bootstrap methods</dd>
<dt>N</dt>
<dd>number of available observations to bootstrap from</dd></dl>

Arguments

Create an instance of the MovingBlocks class. — MovingBlocks-constructor

<dl>

<dt>l</dt>
<dd>the block length for the block bootstrap methods</dd>


<dt>N</dt>
<dd>number of available observations to bootstrap from</dd>

</dl>

MovingBlocks-constructor: Create an instance of the `MovingBlocks` class.

Description

Usage

Value

Arguments