## ----setup2, include = FALSE-------------------------------------------------- knitr::opts_chunk$set(echo = TRUE, comment = "", collapse = TRUE, error = TRUE, # do not interrupt in case of errors message = FALSE, warning = FALSE, comma = function(x) format(x, digits = 2, big.mark = ",") ) ## ----setup-------------------------------------------------------------------- library(OBL) ## ----instalation, include = TRUE, eval = FALSE-------------------------------- # install.packages("devtools") # devtools::install_github("sta189332/OBL") ## ----usage_blockboot, include = TRUE, eval = FALSE---------------------------- # blockboot(ts, # R, # seed, # n_cores, # methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")) ## ----usage_lolliblock, include = TRUE, eval = FALSE--------------------------- # lolliblock(ts, # R, # seed, # n_cores, # methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")) ## ----simulate1, include = TRUE, eval = FALSE---------------------------------- # # simulate univariate time series data # set.seed(289805) # ts <- arima.sim(n = 10, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1) # # get the optimal block length table # OBL::blockboot(ts = ts, R = 100, seed = 6, n_cores = 2) # # Methods lb RMSE # #1 nbb 9 0.2402482 # #2 mbb 9 0.1023012 # #3 cbb 8 0.2031448 # #4 tmbb 4 0.2654746 # #5 tcbb 9 0.4048711 ## ----simulate2, include = TRUE, eval = FALSE---------------------------------- # # simulate univariate time series data # set.seed(289805) # ts <- arima.sim(n = 10, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1) # # get the optimal block length table # OBL::lolliblock(ts = ts, R = 100, seed = 6, n_cores = 2)