arch.bootstrap.StationaryBootstrap.bootstrap

StationaryBootstrap.bootstrap(reps)

Iterator for use when bootstrapping

Parameters

reps (int) – Number of bootstrap replications

Returns

Generator to iterate over in bootstrap calculations

Return type

generator

Examples

The key steps are problem dependent and so this example shows the use as an iterator that does not produce any output

>>> from arch.bootstrap import IIDBootstrap
>>> import numpy as np
>>> bs = IIDBootstrap(np.arange(100), x=np.random.randn(100))
>>> for posdata, kwdata in bs.bootstrap(1000):
...     # Do something with the positional data and/or keyword data
...     pass

Note

Note this is a generic example and so the class used should be the name of the required bootstrap

Notes

The iterator returns a tuple containing the data entered in positional arguments as a tuple and the data entered using keywords as a dictionary