tsboot

[Adrian Trapletti]

Fritz,

I have slightly adapted (didn't work before) "tsboot" from the "boot"
library to the current time series conventions of R. The following patch
will do that. I suggest to apply this patch to the file
"boot/R/bootfuns.q" of the "boot" library at CRAN.

best
Adrian

--- bootfuns.orig.q Thu Dec  9 10:07:23 1999
+++ bootfuns.q Thu Dec  9 10:06:51 1999
@@ -3267,8 +3267,8 @@
 #  post-blackened), model-based resampling and phase scrambling.
 #
  tscl <- class(tseries)
- if (!is.null(tscl) && (any(tscl == "its")))
-  stop("Irregular time series cannot be bootstrapped")
+# if (!is.null(tscl) && (any(tscl == "its")))
+#  stop("Irregular time series cannot be bootstrapped")
  if (R<=0) stop("R must be positive")
  R <- floor(R)
  call <- match.call()
@@ -3283,29 +3283,32 @@
   ts.orig <- as.matrix(tseries)
  else  ts.orig <- tseries
         n <- nrow(ts.orig)
- class(ts.orig) <- tscl[(tscl!="cts")&(tscl != "rts")]
+# class(ts.orig) <- tscl[(tscl!="cts")&(tscl != "rts")]
+        class(ts.orig) <- tscl  # change, A.Trapletti
  if ((sim=="model") || (sim=="scramble"))
   l <- NULL
  else if ((is.null(l) || (l <= 0) || (l > n)))
   stop("Invalid value of l")
  st <- start(tseries)
  freq <- frequency(tseries)
- un <- units(tseries)
- k.un <- attr(tseries, "tspar")$k.units
+# un <- units(tseries)
+# k.un <- attr(tseries, "tspar")$k.units
  tsnames <- names(tseries)
  if (sim == "geom") endcorr <- T
  if (sim == "scramble") {
 # Phase scrambling
   for (r in 1:R) {
    ts.b <- scramble(tseries,norm)
-   t <- rbind(t, statistic(ts.b, ...))
+                        tmp <- statistic(ts.b, ...) # change,
A.Trapletti
+   t <- rbind(t, tmp) # change, A.Trapletti
   }
  }
  else if (sim == "model") {
 # Model-based resampling
   for (r in 1:R) {
    ts.b <- ran.gen(tseries, n.sim, ran.args)
-   t <- rbind(t, statistic(ts.b, ...))
+                        tmp <- statistic(ts.b, ...) # change,
A.Trapletti
+   t <- rbind(t, tmp) # change, A.Trapletti
   }
  }
  else if ((sim=="fixed") || (sim=="geom")) {
@@ -3327,18 +3330,22 @@
    if (is.null(tscl))
     ts.b <- ts(ts.orig[inds,], start=st,
       frequency=freq,names=tsnames)
-   else if (any(tscl == "cts"))
-    ts.b <- cts(ts.orig[inds,], start=st,
-      units=un, k.units=k.un,
-      frequency=freq,names=tsnames)
-   else if (is.null(un))
-    ts.b <- rts(ts.orig[inds,], start=st,
+#   else if (any(tscl == "cts"))
+#    ts.b <- cts(ts.orig[inds,], start=st,
+#      units=un, k.units=k.un,
+#      frequency=freq,names=tsnames)
+#   else if (is.null(un))
+#                                ts.b <- rts(ts.orig[inds,], start=st,
+#      frequency=freq,names=tsnames)
+                        else  # change, A.Trapletti
+    ts.b <- ts(ts.orig[inds,], start=st,
       frequency=freq,names=tsnames)
-   else ts.b <- rts(ts.orig[inds,], start=st,
-      units=un, frequency=freq,
-      names=tsnames)
+#   else ts.b <- rts(ts.orig[inds,], start=st,
+#      units=un, frequency=freq,
+#      names=tsnames)
    ts.b <- ran.gen(ts.b, n.sim, ran.args)
-                        t <- rbind(t, statistic(ts.b, ...))
+                        tmp <- statistic(ts.b, ...)  # change,
A.Trapletti
+                        t <- rbind(t, tmp)  # change, A.Trapletti
                 }
         }
  else stop("Unrecognized value of sim")



--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti@wu-wien.ac.at



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