by Algorithm 3.1 in vignette on page 5
blockSizeCalibrate(ret, b_vec = as.integer(c(1, 3, 6, 10)), alpha = 0.05,
M = 199L, K = 1000L, b_av = 5L, T_start = 50L)
refers to a returns matrix (columns = 2)
a list with probabilities and optimal block size
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