[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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