[R] non-overlapping blocks bootstrap?
tramni at abv.bg
Tue Feb 5 15:28:31 CET 2013
Dear R users,
I need to perform a block bootstrap to a time series. The block size must be 3 and the blocks must NOT overlap.
I found a number of functions for bootstrap in R (tsboot, tsbootstrap in tseries, and LocSig in SpatialVx), but neither of them seems to implement non-overlapping blocks. Is there a way to perform a bootstrap with non-overlapping fixed-size blocks in R?
More information about the R-help