bootstrapping-01.09.2019

GAUSS blog: Basic Bootstrapping

This code accompanies the Aptech blog Basic Bootstrapping in GAUSS which was published on 1/09/2019.

Getting Started

Prerequisites

The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.

Example files

Three program files are included:

1. sampling_data.e - This file contains an example of using the sampleData procedure to take a sample of data.
2. single_iteration.e - This file contains an example of running a single iteration of a the bootstrap.
3. full_bootstrap.e - This file contains an example of running a full bootstrap computation of the asset returns.
4. asset_returns.csv- This file contains the data used in single_iteration.e and full_bootstrap.e.

Authors

Erica Clower
Aptech Systems, Inc