Displaying 1 result from an estimated 1 matches for "wspval".
Did you mean:
spval
2009 Feb 24
0
Wavelet Bootstrap Size Simulation
....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) series
test<-mos(series,1:length(series)) #observed value of test statistic
wsdist<-rep(0...