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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> cross-validation method and 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 with a corresponding set of S3 plot methods.
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Package details |
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| Author | Alec Stashevsky [aut, cre], Sergio Armella [ctb] |
| Maintainer | Alec Stashevsky <alec@alecstashevsky.com> |
| License | GPL (>= 2) |
| Version | 0.1.5 |
| URL | https://alecstashevsky.com/r/blocklength https://github.com/Alec-Stashevsky/blocklength |
| Package repository | View on CRAN |
| Installation |
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