add_dep_boot #59
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add_dep_boot #59
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Thank you, this looks very nice! It might take some time to test and review the changes - I'll try to finish it as soon as I can. |
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No worries, take your time. I certainly did :-) (sorry about that BTW, I had a few unexpected work things come up) |
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Hey Folks, I was wondering what the latest was on this PR? I was hoping to use some Dependent bootstrapping for time series analysis. |
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Not sure, I haven't heard anything. However, I can say with certainty that the test suite I added as part of this PR will fail on the latest Julia version since the internals of |
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Adds
DependentBootstrapas a dependency toBootstrap, and wraps the block bootstrapping methods inDependentBootstrapwith new sampling methodsStationarySampling,MovingBlockSampling,CircularBlockSampling, andNoOverlapBlockSampling. Relevant issue #45