[R] Information about bootstrap

Ernesto Jardim ernesto at ipimar.pt
Wed Apr 16 17:36:49 CEST 2003


On Wed, 2003-04-16 at 14:55, felipe mena wrote:
> Hi, I am a chilean student and I am doing my thesis and I´ll very thankfully 
> if you answer a question. In the thesis I need to applied Bootstrap 
> simulations to the residulas for the time series model 
> (AR(1),GARCH(1,1),GARCH-M(1,1)). The question is, the R software have a 
> function to do the Bootstrap simulation or I need to create a algorithm?
>                      Regards
>                                 Felipe Mena.
> 
> 
> 
> 
> 
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Hi

Take a look at package "boot".

EJ
-- 
Ernesto Jardim <ernesto at ipimar.pt>
Marine Biologist
IPIMAR, Lisboa, Portugal
PIII 733, 1GB Ram, SuSE Linux 8.1, R 1.6.2, LyX 1.3.1, Gnome 2.2.0



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