[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
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