[R] non-overlapping blocks bootstrap?

Martin Ivanov tramni at abv.bg
Tue Feb 5 15:28:31 CET 2013


 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



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