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Thread: Bootstrap samples for dependent data in R

  1. 03-20-2011 05:41 AM #1
    tsukiko
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    Bootstrap samples for dependent data in R



    Is there any built in function for bootstrapping dependent data in R? For example the moving block bootstrap?
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  2. 03-20-2011 09:22 AM #2
    Dason
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    Re: Bootstrap samples for dependent data in R


    The boot package has 'tsboot' which I believe is meant for time series but it can perform block bootstrapping.
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