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.

Version: 0.1.5
Imports: tseries, stats
Suggests: testthat, covr, parallel, knitr, rmarkdown
Published: 2022-03-02
Author: Alec Stashevsky [aut, cre], Sergio Armella [ctb]
Maintainer: Alec Stashevsky <alec at alecstashevsky.com>
BugReports: https://github.com/Alec-Stashevsky/blocklength/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://alecstashevsky.com/r/blocklength, https://github.com/Alec-Stashevsky/blocklength
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: blocklength results

Documentation:

Reference manual: blocklength.pdf
Vignettes: Tuning Block-Length Selection Methods

Downloads:

Package source: blocklength_0.1.5.tar.gz
Windows binaries: r-devel: blocklength_0.1.5.zip, r-release: blocklength_0.1.5.zip, r-oldrel: blocklength_0.1.5.zip
macOS binaries: r-release (arm64): blocklength_0.1.5.tgz, r-oldrel (arm64): blocklength_0.1.5.tgz, r-release (x86_64): blocklength_0.1.5.tgz, r-oldrel (x86_64): blocklength_0.1.5.tgz
Old sources: blocklength archive

Linking:

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