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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

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)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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