GAUSS blog: Basic Bootstrapping
This code accompanies the Aptech blog Basic Bootstrapping in GAUSS which was published on 1/09/2019.
The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.
Three program files are included:
- sampling_data.e - This file contains an example of using the
sampleDataprocedure to take a sample of data.
- single_iteration.e - This file contains an example of running a single iteration of a the bootstrap.
- full_bootstrap.e - This file contains an example of running a full bootstrap computation of the asset returns.
- asset_returns.csv- This file contains the data used in single_iteration.e and full_bootstrap.e.