Tuning Parameters | HHJ | PWSD | Diagnosing Problematic Solutions | References:
Package: blocklength 0.2.2.9000
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> subsampling-based cross-validation method, 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, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.
Authors:
blocklength_0.2.2.9000.tar.gz
blocklength_0.2.2.9000.zip(r-4.7-any)blocklength_0.2.2.9000.zip(r-4.6-any)blocklength_0.2.2.9000.zip(r-4.5-any)
blocklength_0.2.2.9000.tgz(r-4.6-any)blocklength_0.2.2.9000.tgz(r-4.5-any)
blocklength_0.2.2.9000.tar.gz(r-4.7-any)blocklength_0.2.2.9000.tar.gz(r-4.6-any)
blocklength_0.2.2.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
blocklength/json (API)
| # 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
Pkgdown/docs site:https://alecstashevsky.com
block-bootstrapblock-resamplingblocklengthbootbootstrapdepedent-bootstrapdependenthorowitzinferencemebootpolitisresamplestatstimetime-seriestime-series-analysistseries
Last updated from:540adfb8c5. Checks:2 NOTE, 7 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | NOTE | 149 | ||
| source / vignettes | OK | 222 | ||
| linux-release | OK | 153 | ||
| macos-release | OK | 155 | ||
| macos-oldrel | OK | 165 | ||
| windows-devel | NOTE | 101 | ||
| windows-release | OK | 81 | ||
| windows-oldrel | OK | 80 | ||
| wasm-release | OK | 119 |
Dependencies:curljsonlitelatticequadprogquantmodtseriesTTRxtszoo
