IRIS Toolbox Reference Manual

resample

Resample from the model implied distribution

Syntax

Outp = resample(M,Inp,Range,NDraw,...)
Oupt = resample(M,Inp,Range,NDraw,J,...)

Input arguments

Output arguments

Options

Description

When you use wild bootstrap for resampling the initial condition, the results are based on an assumption that the mean of the initial condition is the asymptotic mean implied by the model (i.e. the steady state).

References

  1. Politis, D. N., & Romano, J. P. (1994). The stationary bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313.

Example