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.
| 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 formhttps://CRAN.R-project.org/package=blocklengthto link to this page.