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README.md
asset_returns.csv
full_bootstrap.e
sampling_data.e
single_iteration.e

README.md

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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
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