Functions for the Book "Bootstrap for Dependent Data, with an R Package"

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Documentation for package ‘boodd’ version 0.1

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boodd-package Package boodd: bootstrap for dependent data
acfCoeff Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
acfCoeff.default Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
acfCoeff.embb Characteristics for Extension of Moving Block Bootstrap Class
acfCoeff.ts Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
aidedboot Aided Frequency Bootstrap
b.star Bootstrap Block Length Choice in the Stationary Case
bandw1 Computing the Bandwidth of the Kernel Density Estimators.
best.block.sub.size Optimal Block Subsampling Size
best.sub.size.iid Optimal Block Subsampling or MOON Bootstrap Sizes for I.I.D. Data
block.sub Block Subsampling
blockboot Block Bootstrap
blockboot.seasonal Generalized Seasonal Block Bootstrap for Time Series.
boodd Package boodd: bootstrap for dependent data
bootglm Bootstrap for Generalized Linear Model
boots Bootstrap for the I.I.D. Case
bootsemi Semiparametric Bootstrap
boot_dist Bootstrap Distribution
boot_local TFT Local Bootstrap.
boot_res TFT Residual Bootstrap.
boot_wild TFT wild bootstrap.
bopt_circy Optimal Bootstrap Block Length for Periodically Correlated Time Series.
class.boodd Objects of Class 'boodd'
compute_power Compute the Power of a Statistical Test
confint.boodd Calculate Confidence Intervals for 'boodd' Objects.
embb Characteristics for Extension of Moving Block Bootstrap Class
embb.sample EMBB Method
fastNadaraya Nadaraya-Watson Estimator for Transition Densities for Markov chains.
field.sub Subsampling of Random Fields
fieldboot Block Bootstrap of Random Field
fieldbootP Bootstrap Sample from the Random Field
findBestEpsilon Optimal Size of Small Sets
freqboot Frequency Domain Bootstrap
ftrunc Robust Estimators of the Mean Based on Regeneration Blocks.
func_fdb Functional Bootstrap in the Frequency Domain (FDB)
f_PseudoBlocks Compute the Value of the Function on a (Pseudo)-Regenerative Blocks.
genETARCH Generate an Exponential TAR-ARCH Process
genMM1 Generate an M/M/1 Queue Process
GetBlocks Compute Block Splitting for Atomic Markov Chains
GetPseudoBlocks Computing Pseudo-regenerative Blocks
jackFunc Jackknife Variance Function
jackFuncBlock Jackknife Variance Function Using Blocks of Fixed Length
jackFuncRegen Jackknife Variance Function for Markov Chains Using Regenerative Blocks
jackVar Jackknife Variance Estimator
jackVarBlock Jackknife Variance Estimator Based on Fixed Length Blocks
jackVarField Jackknife Variance for Random Fields Based on Blocks
jackVarRegen Jackknife Variance Estimator for Regenerative Processes
jackVarRegen.atom Jackknife Variance Estimator for Atomic Markov Chains
jackVarRegen.smallEnsemble Jackknife Variance Estimation for General Harris Markov Chains
lam Lag window
mark_boot Bootstraping Markov chain
meanCoeff Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
meanCoeff.default Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
meanCoeff.embb Characteristics for Extension of Moving Block Bootstrap Class
meanCoeff.ts Fourier Coefficients Estimation of the Mean and Autocovariance Functions.
naradamar Nadaraya-Watson Estimator for Transition Densities.
para.boot Parametric Bootstrap for i.i.d. Data
per_boo Bootstrap of Periodogram
pkc Plot Kernel Density Estimates for Null and Alternative Distributions.
plot.boodd Plot an Object of Class 'boodd'
qVar Estimating Variance of a Quantile
rate.block.sub Block Subsampling for Time Series with Convergence Rate Estimation
rate.sub Subsampling for i.i.d. Data with Convergence Rate Estimation
regenboot Regenerative and Approximative Regenerative Block Bootstrap.
seasonalACF Computes time domain characteristics of periodically correlated time series
seasonalACF.default Computes time domain characteristics of periodically correlated time series
seasonalACF.embb Characteristics for Extension of Moving Block Bootstrap Class
seasonalACF.ts Computes time domain characteristics of periodically correlated time series
seasonalMean Computes time domain characteristics of periodically correlated time series
seasonalMean.default Computes time domain characteristics of periodically correlated time series
seasonalMean.embb Characteristics for Extension of Moving Block Bootstrap Class
seasonalMean.ts Computes time domain characteristics of periodically correlated time series
seasonalVar Computes time domain characteristics of periodically correlated time series
seasonalVar.default Computes time domain characteristics of periodically correlated time series
seasonalVar.embb Characteristics for Extension of Moving Block Bootstrap Class
seasonalVar.ts Computes time domain characteristics of periodically correlated time series
sieveboot Autoregressive Sieve Bootstrap
smallEnsemble Class 'smallEnsemble'
summary.boodd Summary for Objects of Class boodd
tboot_dist Computation of the Bootstrap-t Distribution
tft_boot TFT Bootstrap.
thetaARBB Compute the Extremal Index for Non-Atomic Markov Chains Using Pseudo-Regenerative Blocks
thetaARRB Compute the Extremal Index for Non-Atomic Markov Chains Using Pseudo-Regenerative Blocks
thetaRB Compute the Extremal Index for Atomic Markov Chains Using Regenerative Blocks
zi_inar_process Generate a ZI-INAR Process