[R-SIG-Finance] Elegant bootstrapping with zoo

[Gabor Grothendieck]

A zoo object is a time series and should have unique times
so sampling with replacement  requires a non-zoo object.

On Thu, Mar 26, 2009 at 2:47 PM, Rowe, Brian Lee Yung (Portfolio
Analytics) <B_Rowe at ml.com> wrote:
> Hello,
>
> I want to bootstrap from a population in a zoo object. For example, I
> have a set of returns for the S&P and want to bootstrap from this set
> over time. I can do this with the below code, and I wanted to know if
> there is a more elegant approach?
>
>> h <- sp500.subset[sample(index(sp500.subset), 100, TRUE),]
>
> I was hoping that a cleaner call would work, but apparently the length
> is being used in the call to sample:
>
>> h <- sample(sp500.subset, 100, TRUE)
> Error in `[.zoo`(x, .Internal(sample(length(x), size, replace, prob))) :
>  subscript out of bounds
>
> Any thoughts or should I stick with the above approach?
>
> Thanks,
> Brian
>
>
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