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tenminusone
2013 Apr 04
5
Help for bootstrapping‏
...e.
table[k,4]<-sort(w5[,k])[.05*bs] ###table[k,5]<-mean(w5[,k]) ###Col 4-6 are for 5-yr horizon.table[k,6]<-sort(w5[,k])[.95*bs] ###
table[k,7]<-sort(w10[,k])[.05*bs] ###table[k,8]<-mean(w10[,k]) ###Col 7-9 are for 5-yr horizon.table[k,9]<-sort(w10[,k])[.95*bs] ###}}
table
TenMinusOne<-numeric(length(lamdaseq))FiveMinusOne<-numeric(length(lamdaseq))TenMinusFive<-numeric(length(lamdaseq))
for (p in 1:length(lamdaseq)){DiffVec<-w10[,p]-w1[,p]TenMinusOne[p]<-length(DiffVec[DiffVec>0])
DiffVec<-w5[,p]-w1[,p]FiveMinusOne[p]<-length(DiffVec[DiffVec>0])
Diff...