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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

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