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extendBoot

extension of the bootstrap replications

Description

This function updates an existing bootstrap test with new bootstrap replications.

Usage

extendBoot(x, nboot)

Arguments

x

A object from setarTest (hence of class Hansen99Test)
nboot

The number of new bootstrap replications

Details

The plot function will draw the old and new distribution, hence allowing to test the sensitivity of the results obtained.

Value

Returns an object of the same class with same objects but updated values.

Author(s)

Matthieu Stigler

See Also

BBCTest for a similar test. setarTest for a test with stationarity as a null.

Examples

## Not run: 
# test with 10 bootstrap replications:
a<-setarTest(sun[1:100], m=1, nboot=10)
plot(a)

#use old results and compue 20 new replications
b<-extendBoot(a, n=20)
#see the different distributions:
plot(b)

## End(Not run)
tsDyn

Nonlinear Time Series Models with Regime Switching

v10-1.2
GPL (>= 2)
Authors
Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]
Initial release
2020-02-04

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