Boot {FGN}R Documentation

Generic Bootstrap Function

Description

Generic function to bootstrap a fitted model.

Usage

Boot(obj, R=1, ...)

Arguments

obj fitted object
R number of bootstrap replicates
... optional arguments

Value

Parametric bootstrap simulation

Author(s)

A.I. McLeod

References

McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.

See Also

Boot.FitFGN

Examples

data(NileMin)
out<-FitFGN(NileMin)
Boot(out, R=3)


[Package FGN version 1.1 Index]