[R-SIG-Finance] Wild bootstrap

Brian G. Peterson brian at braverock.com
Mon Mar 29 23:08:33 CEST 2010


On 03/29/2010 04:00 PM, Paulo Grahl wrote:
> I am wondering whether it is possible to use 'boot' package (or any
> other) in order to use the wild bootstrap method.
> Any help, examples, would be appreciated.
>    

There are many implementations of the wild bootstap in R.

Perhaps you should do a little searching, try a few things, and refine 
your question with a code example.

Regards,

     - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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