Displaying 2 results from an estimated 2 matches for "extendboot".
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...tion TVAR.sim()
-new function to simulate/bootstrap a TVECM: function TVECM.sim()
-new function to simulate/bootstrap a setar: function setar.sim()
-new function to estimate regime-specific variance in setar: function
resVar()
-new function to extend a bootstrap replication in setarTest: function
extendBoot()
-added in selectSETAR() and setar() following args: include, common,
model, trim, MM, ML, MH, model, restriction
-added in selectSETAR(): criterion "SSR" (sum of squares residual) and
argument max.iter
-extended arg th in selectSETAR to search inside an intervall or around
a point or...
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...tion TVAR.sim()
-new function to simulate/bootstrap a TVECM: function TVECM.sim()
-new function to simulate/bootstrap a setar: function setar.sim()
-new function to estimate regime-specific variance in setar: function
resVar()
-new function to extend a bootstrap replication in setarTest: function
extendBoot()
-added in selectSETAR() and setar() following args: include, common,
model, trim, MM, ML, MH, model, restriction
-added in selectSETAR(): criterion "SSR" (sum of squares residual) and
argument max.iter
-extended arg th in selectSETAR to search inside an intervall or around
a point or...