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Merge pull request #33 from fipelle/dev
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Updated docstrings
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fipelle authored Jan 6, 2022
2 parents ad3e525 + 0d43eb7 commit 6b5c370
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8 changes: 4 additions & 4 deletions src/subsampling.jl
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Expand Up @@ -7,7 +7,7 @@ Subsampling: Jackknife
"""
block_jackknife(Y::Union{FloatMatrix, JMatrix{Float64}}, subsample::Float64)
Generate block jackknife (Kunsch, 1989) samples. This implementation is described in Pellegrino (2020).
Generate block jackknife (Kunsch, 1989) samples. This implementation is described in Pellegrino (2022).
This technique subsamples a time series dataset by removing, in turn, all the blocks of consecutive observations with a given size.
Expand All @@ -16,7 +16,7 @@ This technique subsamples a time series dataset by removing, in turn, all the bl
- `subsample`: Block size as a percentage of number of observed periods. It is bounded between 0 and 1.
# References
Kunsch (1989) and Pellegrino (2020).
Kunsch (1989) and Pellegrino (2022).
"""
function block_jackknife(Y::Union{FloatMatrix, JMatrix{Float64}}, subsample::Float64)

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"""
artificial_jackknife(Y::Union{FloatMatrix, JMatrix{Float64}}, subsample::Float64, max_samples::Int64, seed::Int64=1)
Generate artificial jackknife samples as in Pellegrino (2020).
Generate artificial jackknife samples as in Pellegrino (2022).
The artificial delete-d jackknife is an extension of the delete-d jackknife for dependent data problems.
- This technique replaces the actual data removal step with a fictitious deletion, which consists of imposing `d`-dimensional (artificial) patterns of missing observations to the data.
Expand All @@ -108,7 +108,7 @@ The artificial delete-d jackknife is an extension of the delete-d jackknife for
- `seed`: Random seed (default: 1).
# References
Pellegrino (2020).
Pellegrino (2022).
"""
function artificial_jackknife(Y::Union{FloatMatrix, JMatrix{Float64}}, subsample::Float64, max_samples::Int64, seed::Int64=1)

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2 changes: 1 addition & 1 deletion src/types.jl
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Expand Up @@ -45,7 +45,7 @@ The state space model used below is,
``X_{t} = C*X_{t-1} + D*U_{t}``
where ``e_{t} ~ N(0_{nx1}, R)`` and ``U_{t} ~ N(0_{mx1}, Q)``.
where ``e_{t} \\sim N(0_{nx1}, R)`` and ``U_{t} \\sim N(0_{mx1}, Q)``.
# Arguments
- `Y`: Observed measurements (`nxT`)
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