Compute Diagnostics from Bootstrap Series — compute_bootstrap

After bootstrap series have been generated, this function computes diagnostic statistics from the actual series. Use this when block-level tracking is not available (e.g., when using C++ backend).

Usage

compute_bootstrap_diagnostics(
  bootstrap_series,
  original_data,
  bs_type,
  config = list()
)

Arguments

bootstrap_series: List of bootstrap replicate matrices.
original_data: Original data matrix.
bs_type: Character string specifying bootstrap type.
config: Named list of configuration parameters used.

Value

A tsbs_diagnostics object.