[R] Block Bootstrap Simulation

Campbell p.campbell at econ.bbk.ac.uk
Fri Jul 16 11:51:13 CEST 2004


I am trying to run a time series block bootstrap.  I have a dataset of length t = n*k. 
I want to sample n blocks of length k from the data.  

I don't want to use loop because a) the overhead and b) I'm comparing it with another technique that doesn't require a loop, and programming the simulation without the loop gave me an insight into the solution of the problem
Is there a way of doing this without using a loop?

s<-1:n
v<-sample(s, replace=TRUE)
w<-v:(v+k)

Doesn't work

Phineas Campbell
www.phineas.pwp.blueyonder.co.uk




More information about the R-help mailing list