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.

Package details

AuthorAlec Stashevsky [aut, cre], Sergio Armella [ctb]
MaintainerAlec Stashevsky <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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blocklength documentation built on March 18, 2022, 7:12 p.m.