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
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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
Pkgdown site:https://alecstashevsky.com
block-bootstrapblock-resamplingblocklengthbootbootstrapdepedent-bootstrapdependenthorowitzinferencemebootpolitisresamplestatstimetime-seriestime-series-analysistseries
Last updated 19 days agofrom:9bc54f25af. Checks:4 OK, 5 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 09 2025 |
| R-4.5-win | OK | Mar 09 2025 |
| R-4.5-mac | OK | Mar 09 2025 |
| R-4.5-linux | OK | Mar 09 2025 |
| R-4.4-win | NOTE | Mar 09 2025 |
| R-4.4-mac | NOTE | Mar 09 2025 |
| R-4.4-linux | NOTE | Mar 09 2025 |
| R-4.3-win | NOTE | Mar 09 2025 |
| R-4.3-mac | NOTE | Mar 09 2025 |
Dependencies:curljsonlitelatticequadprogquantmodtseriesTTRxtszoo
