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:
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