Summarize Bootstrap Functional Outputs — summarize_func_outs • tsbs

Computes summary statistics (mean, SD, confidence intervals) for bootstrap functional outputs such as portfolio weights or other derived quantities.

Usage

summarize_func_outs(func_outs, names = NULL, probs = c(0.025, 0.975))

Arguments

func_outs: List of functional outputs from tsbs(), or a matrix where each row is a bootstrap replicate and columns are output dimensions.
names: Optional character vector of names for output dimensions.
probs: Numeric vector of probabilities for quantile calculation. Defaults to c(0.025, 0.975) for 95% confidence intervals.

Value

A data frame with columns:

Name: Dimension name
Mean: Bootstrap mean
SD: Bootstrap standard deviation
CI_Lower: Lower confidence bound
CI_Upper: Upper confidence bound
CI_Width: Width of confidence interval

Examples

if (FALSE) { # \dontrun{
# After running tsbs() with a portfolio function
result <- tsbs(x, bs_type = "ms_varma_garch", func = risk_parity_portfolio, ...)

# Summarize the bootstrap weights
summary_df <- summarize_func_outs(result$func_outs, names = c("SPY", "EFA", "BND"))
print(summary_df)
} # }