Bootstrap for State Space Models


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Documentation for package ‘bootStateSpace’ version 1.0.2

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coef.bootstatespace Estimated Parameter Method for an Object of Class 'bootstatespace'
confint.bootstatespace Confidence Intervals Method for an Object of Class 'bootstatespace'
extract Extract Generic Function
extract.bootstatespace Extract Method for an Object of Class 'bootstatespace'
PBSSMFixed Parametric Bootstrap for the State Space Model (Fixed Parameters)
PBSSMLinSDEFixed Parametric Bootstrap for the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)
PBSSMOUFixed Parametric Bootstrap for the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)
PBSSMVARFixed Parametric Bootstrap for the Vector Autoregressive Model (Fixed Parameters)
print.bootstatespace Print Method for an Object of Class 'bootstatespace'
summary.bootstatespace Summary Method for an Object of Class 'bootstatespace'
vcov.bootstatespace Sampling Variance-Covariance Matrix Method for an Object of Class 'bootstatespace'