[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?

v<-sample(s, replace=TRUE)

Doesn't work

Phineas Campbell

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https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 16 20:02:33 2004

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