[R] Block Bootstrap Simulation

From: Campbell <p.campbell_at_econ.bbk.ac.uk>
Date: Fri 16 Jul 2004 - 19:51:13 EST


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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