[R] Information about bootstrap

salvatore barbaro sbarbar at uni-goettingen.de
Wed Apr 16 20:55:35 CEST 2003


see package boot or alternatively the package bootstrap. Each of them 
based on a famous introduction into the bootstrap - Davison, A.C. and 
Hinkley, D.V. (1997)  Bootstrap Methods and Their Application. 
Cambridge University Press. and Efron, B. and Tibshirani, R. (1993) An 
Introduction to the Bootstrap. Chapman & Hall, resp.

yours

s.





On 16 Apr 2003 at 9:55, 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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