<< mlagb Basic functions newey_west >>

Grocer >> Basic functions > mvblockboot

mvblockboot

Multivariate block-bootstrap

CALLING SEQUENCE

[bsdata,a]=mvblockbott(data,sb,B)

PARAMETERS

Input

• data = matrix of data

• sb = size ob blocks

• B = number of draws

Output

• bsdata = resampled data

• a = corresponding columns

DESCRIPTION

Computes block bootsrap resempling

AUTHOR

Emmanuel Michaux 2004

<< mlagb Basic functions newey_west >>