I have an R
function as below:
## Load packages and prepare multicore process
library(forecast)
library(future.apply)
plan(multisession)
library(parallel)
library(foreach)
library(doParallel)
n_cores <- detectCores()
cl <- makeCluster(n_cores)
registerDoParallel(cores = detectCores())
## simulate ARIMA(1,0, 0)
#n=10; phi <- 0.6; order <- c(1, 0, 0)
bootstrap1 <- function(n, phi){
ts <- arima.sim(n, model = list(ar=phi, order = c(1, 0, 0)), sd = 1)
########################################################
## create a vector of block sizes
t <- length(ts) # the length of the time series
lb <- seq(n-2)+1 # vector of block sizes to be 1 < l < n (i.e to be between 1 and n exclusively)
########################################################
## This section create matrix to store block means
BOOTSTRAP <- matrix(nrow = 1, ncol = length(lb))
colnames(BOOTSTRAP) <-lb
########################################################
## This section use foreach function to do detail in the brace
BOOTSTRAP <- foreach(b = 1:length(lb), .combine = 'cbind') %do%{
l <- lb[b]# block size at each instance
m <- ceiling(t / l) # number of blocks
blk <- split(ts, rep(1:m, each=l, length.out = t)) # divides the series into blocks
######################################################
res<-sample(blk, replace=T, 10) # resamples the blocks
res.unlist <- unlist(res, use.names = FALSE) # unlist the bootstrap series
train <- head(res.unlist, round(length(res.unlist) - 10)) # Train set
test <- tail(res.unlist, length(res.unlist) - length(train)) # Test set
nfuture <- forecast::forecast(train, model = forecast::auto.arima(train), lambda=0, biasadj=TRUE, h = length(test))$mean # makes the `forecast of test set
RMSE <- Metrics::rmse(test, nfuture) # RETURN RMSE
BOOTSTRAP[b] <- RMSE
}
BOOTSTRAPS <- matrix(BOOTSTRAP, nrow = 1, ncol = length(lb))
colnames(BOOTSTRAPS) <- lb
BOOTSTRAPS
return(list(BOOTSTRAPS))
}
Calling the function with the below R
command:
set.seed(1, kind = "L'Ecuyer-CMRG")
for (i in 1:3) {
print(bootstrap1(10, 0.5))
}
I have
##$BOOTSTRAPS
## 2 3 4 5 6 7 8 9
## [1,] 0.8920703 0.703974 0.6990448 0.714255 1.308236 0.809914 0.5315476 0.8175382
##$BOOTSTRAPS
## 2 3 4 5 6 7 8 9
## [1,] 1.87805 1.432904 1.587332 2.233088 2.266381 1.838313 2.189185 1.154926
##$BOOTSTRAPS
## 2 3 4 5 6 7 8 9
## [1,] 4.505243 4.417204 4.741331 4.791572 3.614339 3.946822 4.535057 3.571953
Here is What I exspect
## 2 3 4 5 6 7 8 9
## [1,] 0.8920703 0.703974 0.6990448 0.714255 1.308236 0.809914 0.5315476 0.8175382
## [2,] 1.87805 1.432904 1.587332 2.233088 2.266381 1.838313 2.189185 1.154926
## [3,] 4.505243 4.417204 4.741331 4.791572 3.614339 3.946822 4.535057 3.571953
How do I make my R
code to obey my mind? I want the column label to show.