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@braverock suggested adding multivariate support for mcsim() which makes sense as the simulations are done using tsboot() from the boot package which is able to take univariate or multivariate time series.
Considerations:
Backwards compatibility, so if we add another argument for uni or multi-variate, we should make univariate the default
The helper and plotting functions (plot.mcsim, hist.mcsim, quantile.mcsim, summary.mcsim, print.mcsim) will need to be updated and carefully constructed, perhaps taking a variable for univariate or multivariate from the return slot in the main mcsim() function
The text was updated successfully, but these errors were encountered:
@braverock suggested adding multivariate support for
mcsim()
which makes sense as the simulations are done usingtsboot()
from theboot
package which is able to take univariate or multivariate time series.Considerations:
mcsim()
functionThe text was updated successfully, but these errors were encountered: