Package: blocklength 0.1.5.9000
Alec Stashevsky
blocklength: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)
A set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) <doi:10.1093/biomet/82.3.561> cross-validation method and the Politis and White (2004) <doi:10.1081/ETC-120028836> Spectral Density Plug-in method, including the Patton, Politis, and White (2009) <doi:10.1080/07474930802459016> correction with a corresponding set of S3 plot methods.
Authors:
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blocklength.pdf |blocklength.html✨
blocklength/json (API)
NEWS
# Install 'blocklength' in R: |
install.packages('blocklength', repos = c('https://alec-stashevsky.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/alec-stashevsky/blocklength/issues
block-bootstrapblock-resamplingblocklengthbootbootstrapdepedent-bootstrapdependenthorowitzinferencemebootpolitisresamplestatstimetime-seriestime-series-analysistseries
Last updated 3 years agofrom:4c9596d59f. Checks:OK: 3 NOTE: 4. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 26 2024 |
R-4.5-win | OK | Oct 26 2024 |
R-4.5-linux | OK | Oct 26 2024 |
R-4.4-win | NOTE | Oct 26 2024 |
R-4.4-mac | NOTE | Oct 26 2024 |
R-4.3-win | NOTE | Oct 26 2024 |
R-4.3-mac | NOTE | Oct 26 2024 |
Dependencies:curljsonlitelatticequadprogquantmodtseriesTTRxtszoo