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beeps
2009 Feb 24
0
Wavelet Bootstrap Size Simulation
...)){
y.dwt <- dwt(y, wf, n.levels = J)
resample.dwt <- y.dwt
for (i in 1:(length(y.dwt)-1)) {
resample.dwt[[i]] <- sample(y.dwt[[i]]*infl, replace = TRUE)
}
idwt(resample.dwt)
}
#The simulation:
arcoeff<-.9 #AR(1) Coefficient
T<-128 #Realization Length
bsreps<-300 #Number of Bootstrap Replicates used for test
nosims<-20 #Number of Simulations
wspval<-rep(0,nosims) #initialize vector of p-values
#outer loop for recording calculated p-values
for (j in 1:nosims){
series<-arima.sim(T, model=list(ar=arcoeff)) #series would be the observed
AR(1)...