Resamples a time series using a circular moving-block bootstrap. The block length is floor(sqrt(n)), with a minimum of two when possible. Define a custom callback to use a domain-specific block length.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=real64), | intent(in), | dimension(:) | :: | x |
The N-element time series. |
|
| real(kind=real64), | intent(out), | dimension(size(x)) | :: | xn |
The resampled series, assembled from circular blocks. |