smallEnsemble {boodd} | R Documentation |
Class smallEnsemble
Description
Creates an object of class smallEnsemble
, typically used in regenerative
bootstrap methods for Markov chains. This function allows manual specification
of parameters for the small ensemble.
Usage
smallEnsemble(s, eps, delta, trans)
Arguments
s |
A numeric value specifying the center of the small set. |
eps |
A positive numeric value; the radius of the small set. |
delta |
A positive numeric value; a lower bound for the transition density over the small set, controlling the Nummelin splitting trick. |
trans |
A vector representing the estimated transition density between |
Details
The smallEnsemble
object is used in regenerative bootstrap methods, particularly
in the context of Markov chains. It defines a small set, characterized by a central
point s
, a radius eps
, and a lower bound delta
.
This function is useful for users who wish to manually specify the parameters
of the small set, as opposed to using automated methods like findBestEpsilon
,
which returns a smallEnsemble
object.
Value
Returns an object of class smallEnsemble
, containing the specified
parameters for the small set and the transition density.
References
Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted.
Bertail, P., Clémençon, S. (2006a). Regenerative Block Bootstrap for Markov Chains. Bernoulli, 12, 689-712.
See Also
regenboot
, findBestEpsilon
, fastNadaraya
.
Examples
# Example of creating a smallEnsemble object
# Assuming a Markov chain data
data <- rnorm(100)
s <- median(data) # Middle point of the small set
eps <- 0.5 # Width of the small set
delta <- 0.1 # Parameter of the small set
# Define a simple transition kernel function
trans <- fastNadaraya(data, 1/10)
# Create the smallEnsemble object
small_ensemble <- smallEnsemble(s, eps, delta, trans)