multiple pairwise block resample - help!
Posted: Sun Oct 21, 2012 4:52 am
Bit of a novice question - which might belong in the programming section - Is there a way to create multiple block resamples automatically? Sorry if this is an obvious question! I've read the helpfile and searched the forum. I guess the question is: can i create artificial data using a simulation of a pairwise block bootstrapped system?
What I'm essentially trying to do is to create n resamples (e.g. n=1000) (with replacement) for T observations of two pairwise univariate series (e.g x and y) with an (arbitrary - e.g. 50) block size.
Can the data be stored in two T x n matricies, where the columns are pairwise resamples?
Thanks for your help (this forum is fantastic, by the way)
What I'm essentially trying to do is to create n resamples (e.g. n=1000) (with replacement) for T observations of two pairwise univariate series (e.g x and y) with an (arbitrary - e.g. 50) block size.
Can the data be stored in two T x n matricies, where the columns are pairwise resamples?
Thanks for your help (this forum is fantastic, by the way)