Dear R users, I need to perform a block bootstrap to a time series. The block size must be 3 and the blocks must NOT overlap. I found a number of functions for bootstrap in R (tsboot, tsbootstrap in tseries, and LocSig in SpatialVx), but neither of them seems to implement non-overlapping blocks. Is there a way to perform a bootstrap with non-overlapping fixed-size blocks in R?
Best regards, Martin ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
