Description
Dirichlet Quantile Bootstrap for Time Series.
Description
Provides a Dirichlet-based quantile bootstrap method for time series with rank-preserving reconstruction and averaged bootstrap samples. The package generates bootstrap trajectories, a mean bootstrap series, and uncertainty intervals for time series resampling.
README.md
DPQBootstrap
DPQBootstrap provides a Dirichlet Quantile Bootstrap method for time series.
Author
Ahmed Hamimes
Email: [email protected]
Main functions
- dpq_bootstrap(): generates bootstrap time series with rank-preserving reconstruction.
- plot_dpq(): plots the original series, the bootstrap mean, and uncertainty intervals.
Example
library(DPQBootstrap)
x <- c(557, 359, 402, 548, 547, 546, 414, 243, 424, 466, 444, 534)
res <- dpq_bootstrap(x, R = 500, alpha = 1, seed = 123)
res$mean_series
plot_dpq(res, interval = '50')