Bootstrap QTE Confidence Intervals
Usage
bootstrap_qte(x, y, tau = 0.5, B = 1000, block_size = 20, conf_level = 0.95)
Arguments
- x
Source time series
- y
Target time series
- tau
Quantile level
- B
Number of bootstrap replications
- block_size
Block size for block bootstrap
- conf_level
Confidence level for intervals
Value
List containing bootstrap samples and confidence intervals
Examples
if (FALSE) { # \dontrun{
x <- rnorm(100)
y <- 0.5 * x + rnorm(100, sd = 0.1)
boot_results <- bootstrap_qte(x, y, tau = 0.5, B = 1000)
} # }