block.sub {boodd}R Documentation

Block Subsampling

Description

Block Subsampling for Time Series Using Blocks of Observations.

Usage

block.sub(x, func, length.block, method = c("movingblock", "circular"), ...)

Arguments

x

A numeric vector or time series data.

func

The function to apply to each block.

length.block

A scalar or a vector indicating the lengths of the blocks.

method

A character string specifying the type of block subsampling method. Can be "movingblock" or "circular":

"movingblock"

divides the series into overlapping blocks.

"circular"

wraps the time series around a circle to create Circular Moving Blocks.

...

Optional additional arguments for the func function.

Details

This function performs block subsampling on time series data using the Moving or Circular Blocks methods (see Politis et al., 1999). It applies the specified function func to each subsample block whose length are defined by length.block. The function func is applied to the vector x and may return either a real number or a vector.

Value

A matrix containing, in rows, the value of func applied to each block. The number of columns in the matrix is equal to the length of the output of the func function.

References

Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted.

Politis, D. N., Romano, J. P., & Wolf, M. (1999). Subsampling. Springer N.Y..

See Also

best.block.sub.size, rate.block.sub.

Examples

set.seed(123) 
data <- rnorm(100) 
result <- block.sub(data, mean, length.block = 5, method="movingblock")

[Package boodd version 0.1 Index]