Dirichlet Quantile Bootstrap for Time Series

Provides a Dirichlet-based quantile bootstrap method for time series with rank-preserving reconstruction and averaged bootstrap samples. The package generates bootstrap trajectories, a mean bootstrap series, and uncertainty intervals for time series resampling.

DPQBootstrap

DPQBootstrap provides a Dirichlet Quantile Bootstrap method for time series.

Author

Ahmed Hamimes

Email: [email protected]

Main functions

• dpq_bootstrap(): generates bootstrap time series with rank-preserving reconstruction.
• plot_dpq(): plots the original series, the bootstrap mean, and uncertainty intervals.

Example

library(DPQBootstrap)

x <- c(557, 359, 402, 548, 547, 546, 414, 243, 424, 466, 444, 534)

res <- dpq_bootstrap(x, R = 500, alpha = 1, seed = 123)

res$mean_series

plot_dpq(res, interval = '50')