np_boot_sd_med

Non-parametric bootstrap to obtain the standard of the median of
iid data.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

np_boot_sd_med function

<dl><dt>x</dt>
<dd>A <code>vector</code> of data.</dd>
<dt>B</dt>
<dd>A <code>numeric</code> indicating the number of simulations.</dd></dl>

Arguments

Bootstrap standard error for the median — np_boot_sd_med

<dl>

<dt>x</dt>
<dd>A <code>vector</code> of data.</dd>


<dt>B</dt>
<dd>A <code>numeric</code> indicating the number of simulations.</dd>

</dl>

Bootstrap standard error for the median

np_boot_sd_med: Bootstrap standard error for the median

Description

Usage

Value

Arguments