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.
Version: 0.2.2 Imports: tseries, stats Suggests: testthat, covr, parallel, knitr, rmarkdown Published: 2025-03-08 DOI: 10.32614/CRAN.package.blocklength 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, https://alec-stashevsky.github.io/blocklength/ NeedsCompilation: no Materials: README, NEWS In views: TimeSeries CRAN checks: blocklength results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=blocklength to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4