| Title: | Dirichlet Quantile Bootstrap for Time Series |
| Version: | 0.1.1 |
| Maintainer: | Ahmed Hamimes <ahmed.hamimes@univ-constantine3.dz> |
| Description: | 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. |
| License: | MIT + file LICENSE |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.3.3 |
| Imports: | stats, rlang |
| Suggests: | ggplot2 |
| NeedsCompilation: | no |
| Packaged: | 2026-05-01 15:52:54 UTC; c63 AMG |
| Author: | Ahmed Hamimes [aut, cre] |
| Repository: | CRAN |
| Date/Publication: | 2026-05-05 18:10:07 UTC |
DP-Quantile Bootstrap for Time Series
Description
Generate bootstrap time series using a Dirichlet-based quantile bootstrap with rank-preserving reconstruction.
Usage
dpq_bootstrap(x, R = 500, alpha = 1, seed = NULL)
Arguments
x |
Numeric vector. Original time series. |
R |
Integer. Number of bootstrap replications. |
alpha |
Positive numeric. Dirichlet concentration parameter. |
seed |
Optional seed. |
Value
A list containing bootstrap samples, mean series, quantiles and ranks.
Examples
x <- c(120, 125, 118, 130, 128, 135, 140, 138, 145, 150)
res <- dpq_bootstrap(x, R = 20, alpha = 1, seed = 123)
res$mean_series
dim(res$samples)
Plot DP-Quantile Bootstrap Result
Description
Plot DP-Quantile Bootstrap Result
Usage
plot_dpq(object, dates = NULL, interval = "50")
Arguments
object |
Object returned by dpq_bootstrap(). |
dates |
Optional vector of dates. |
interval |
Character. Either '50' or '95'. |
Value
A ggplot object.
Examples
x <- c(120, 125, 118, 130, 128, 135, 140, 138, 145, 150)
res <- dpq_bootstrap(x, R = 20, alpha = 1, seed = 123)
if (requireNamespace('ggplot2', quietly = TRUE)) {
plot_dpq(res, interval = '50')
}