panel.meboot {meboot} | R Documentation |
This function applies the maximum entropy bootstraped in a panel of time series data.
panel.meboot (x, reps, colsubj, coldata, coltimes,...)
x |
a matrix or data.frame object containing by columns: the individual index, an optional time index and a panel of time series data. |
reps |
number of replicates to generate for each subject in the panel. |
colsubj |
the column in x that contains the individual index. |
coldata |
the column in x that contains the data of the variable to create the ensemble. |
coltimes |
an optional argument indicating the column that contains the times at which the observations for each individual are observed. |
... |
further arguments to be passed to meboot . |
The observations in x
should be arranged by individuals. The observations for each individual must be sorted by time.
The argument colsubj
can be either a numeric or a character index indicating the individual or the time series to which each observation is related.
Only one variable can be replicated at a time, coldata
must be of length one.
If the times at which observations are observed is provided specifying the column with the times through the argument coltimes
, these times are used only to label the rows of the data.frame returned as output.
A data.frame object of dimension: number of rows of x
times number of replicates indicated in reps
. The replicates for the panel of data are arranged by columns. Each replicate in each column is sorted with the same order stablished in the input x
.
## Ensemble for a panel of series of stock prices data(ullwan) out <- panel.meboot(ullwan, reps=99, colsubj=2, coldata=4)