extendBoot {tsDyn} | R Documentation |
This function updates an existing bootstrap test with new bootstrap replications.
extendBoot(x, nboot)
x |
A object from setarTest (hence of class Hansen99Test) |
nboot |
The number of new bootstrap replications |
The plot function will draw the old and new distribution, hence allowing to test the sensitivity of the results obtained.
Returns an object of the same class with same objects but updated values.
updated |
The number of new bootstrap replications. Is null when the test is run the first time |
Matthieu Stigler
BBCTest
for a similar test. setarTest
for a test with stationarity as a null.
## Not run: # test with 10 bootstrap replications: a<-setarTest(sun[1:100], m=1, nboot=10) plot(a) #use old results and compue 20 new replications b<-extendBoot(a, n=20) #see the different distributions: plot(b) ## End(Not run)