search for: max_boot_return

Displaying 1 result from an estimated 1 matches for "max_boot_return".

2009 Aug 10
0
Speeding up a bootstrap routine
...tevector[sample(n,n,replace=TRUE)] for(j in 1:n) { matrix_1[j] <- zerocentredreturns1[date_sample[j]] matrix_2[j] <- zerocentredreturns2[date_sample[j]] matrix_3[j] <- zerocentredreturns3[date_sample[j]] x <- mean(matrix_1) y <- mean(matrix_2) z <- mean(matrix_3) max_boot_return <- max(x,y,z) if (max_boot_return>=average_daily_return1) result1 <- result1+1 # create "p values" if (max_boot_return>=average_daily_return2) result2 <- result2+1 # create "p values" if (max_boot_return>=average_daily_return3) result3 <- result3+1 #...