maxbootR: Efficient Bootstrap Methods for Block Maxima
Implements state-of-the-art block bootstrap methods for extreme value statistics based on block maxima. Includes disjoint blocks, sliding blocks, relying on a circular transformation of blocks. Fast C++ backends (via 'Rcpp') ensure scalability for large time series.
| Version: | 1.0.0 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp,evd |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0),covr,knitr,rmarkdown,ggplot2,dplyr,lubridate,tidyr |
| Published: | 2025-04-17 |
| DOI: | 10.32614/CRAN.package.maxbootR |
| Author: | Torben Staud [aut, cre, cph] |
| Maintainer: | Torben Staud <torben.staud at gmail.com> |
| BugReports: | https://github.com/torbenstaud/maxbootR/issues |
| License: | GPL (≥ 3) |
| URL: | https://torbenstaud.github.io/maxbootR/,https://github.com/torbenstaud/maxbootR |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | maxbootR results |
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