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quantspec (version 1.2-4)

getPositions-MovingBlocks: Get Positions for the Moving Blocks Bootstrap.

Description

Get Positions for the Moving Blocks Bootstrap.

Usage

# S4 method for MovingBlocks
getPositions(object, B = 1)

Value

a matrix of dimension [N,B] where each column gives the positions in which to reorder the observations to yield one bootstrap replication.

Arguments

object

a MovingBlocks object; used to specify the parameters N, l and the type of the bootstrap.

B

Number of independent repetitions to bootstrap.