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:Alec Stashevsky [aut, cre], Sergio Armella [ctb]

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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'))

Peer review:

Bug tracker:https://github.com/alec-stashevsky/blocklength/issues

On CRAN:

block-bootstrapblock-resamplingblocklengthbootbootstrapdepedent-bootstrapdependenthorowitzinferencemebootpolitisresamplestatstimetime-seriestime-series-analysistseries

4.30 score 4 stars 9 scripts 260 downloads 2 exports 9 dependencies

Last updated 3 years agofrom:4c9596d59f. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-winOKOct 26 2024
R-4.5-linuxOKOct 26 2024
R-4.4-winNOTEOct 26 2024
R-4.4-macNOTEOct 26 2024
R-4.3-winNOTEOct 26 2024
R-4.3-macNOTEOct 26 2024

Exports:hhjpwsd

Dependencies:curljsonlitelatticequadprogquantmodtseriesTTRxtszoo

Tuning Block-Length Selection Methods

Rendered fromtuning-parameters.Rmdusingknitr::rmarkdownon Oct 26 2024.

Last update: 2021-03-18
Started: 2021-03-17