# resample - repeated random samples from a vector
# v is a vector of price changes
# samplesize is the size of each resample
# repeatcount is the number of times to repeat the experiment
# the output is a matrix whose first 11 columns are the deciles for
each sample
# col 12 is the mean of the sample
# col 13 is the std dev
# col 14 is the z score for the sample
resample<-function(v, samplesize, repeatcount){
m<-matrix(data=0,nrow=repeatcount,ncol=14)
decilevec<-seq(0,1,.1)
for (index in 1:repeatcount) {
s<-sample(v, size=samplesize)
d<-quantile(s,decilevec)
for (i in 1:11){
m[index,i]<-d[i]
}
m[index,12]<-mean(s)
m[index,13]<-sd(s)
m[index,14]<-samplesize^.5 * mean(s)/sd(s)
}
return(m)
}