| Type: | Package |
| Title: | Optimum Block Length |
| Version: | 0.2.1 |
| Maintainer: | Daniel James <futathesis@gmail.com> |
| Description: | Obtain optimum block from Non-overlapping Block Bootstrap method. |
| Depends: | R (≥ 4.2.0) |
| Imports: | forecast, foreach, dplyr, forcats, ggplot2, utils, stats, tibble |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.2 |
| LazyData: | true |
| Suggests: | knitr, rmarkdown |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2022-12-07 14:20:11 UTC; economia |
| Author: | Daniel James [cre, aut], Ayinde Kayode [aut] |
| Repository: | CRAN |
| Date/Publication: | 2022-12-07 14:42:31 UTC |
OBL: Optimal Block Length Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method
Description
OBL: Optimal Block Length
Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method
OBL: Optimal Block Length
Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method
Usage
blockboot(
ts,
R,
seed,
n_cores,
methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")
)
lolliblock(
ts,
R,
seed,
n_cores,
methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")
)
Arguments
ts |
univariate time series |
R |
number of resample |
seed |
RNG seed |
n_cores |
number of core(s) to be used on your operaterating system |
methods |
"optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb" |
Value
A data frame get printed to the console
A data frame get printed to the console
Functions
-
blockboot: package helps to obtain the optimal block length of a time series data -
lolliblock: package helps to obtain the optimal block length of a time series data
Examples
set.seed(289805)
ts <- arima.sim(n = 3, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
blockboot(ts = ts, R = 2, seed = 6, n_cores = 1)
set.seed(289805)
ts <- arima.sim(n = 3, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
lolliblock(ts, R = 2, seed = 6, n_cores = 1)
Ten (10) simulated univaariate time series data.
Description
arima.sim returns the sum of all the values present in its arguments.
Usage
ts
Format
A time series data with 10 rows and 1 variables:
- price
price, in US dollars
- carat
weight of the diamond, in carats
...
Details
A dataset containing simulated univariate time series of 10 ts.
Value
It returns a univairate time series data It could be a vector
Source
Simulated data generated with the following code: set.seed(289805) ts <- stats::arima.sim(n = 10, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
Examples
set.seed(289805)
ts <- stats::arima.sim(n = 10, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)