FitAR: Boot – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Boot

Generic Bootstrap Function

Generic function to bootstrap a fitted model.

Boot(obj, R=1, ...)

`obj`	fitted object
`R`	number of bootstrap replicates
`...`	optional arguments

At present, the only function implemented is Boot.FitAR.

Parametric bootstrap simulation

A.I. McLeod and Y. Zhang

out<-FitAR(SeriesA, c(1,2,7), ARModel="ARp")
Boot(out)

Subset AR Model Fitting

v1.94

GPL (>= 2)

Authors

A.I. McLeod, Ying Zhang and Changjiang Xu

Initial release

2013-03-15