Package index • bootStateSpace

Parametric Bootstrap

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)

State Space Model

PBSSMFixed(): Parametric Bootstrap for the State Space Model (Fixed Parameters)

Vector Autoregressive Model

PBSSMVARFixed(): Parametric Bootstrap for the Vector Autoregressive Model (Fixed Parameters)

Linear Stochastic Differential Equation Model

PBSSMLinSDEFixed(): Parametric Bootstrap for the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)

Ornstein–Uhlenbeck Model

PBSSMOUFixed(): Parametric Bootstrap for the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)

Methods

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

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