QPBoot: Model Validation using Quantile Spectral Analysis and Parametric Bootstrap

Provides functionality for model validation by computing a parametric bootstrap and comparing the Quantile Spectral Densities.

Package details

AuthorStefan Birr [aut, cre]
MaintainerStefan Birr <stefan.birr@ruhr-uni-bochum.de>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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QPBoot documentation built on May 2, 2019, 4:34 a.m.