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maxbootR: Efficient Bootstrap Methods for Block Maxima
Implements state-of-the-art block bootstrap methods for extreme value statistics based on block maxima. Includes disjoint blocks, sliding blocks, relying on a circular transformation of blocks. Fast C++ backends (via 'Rcpp') ensure scalability for large time series.
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Package details |
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| Author | Torben Staud [aut, cre, cph] |
| Maintainer | Torben Staud <torben.staud@gmail.com> |
| License | GPL (>= 3) |
| Version | 1.0.0 |
| URL | https://torbenstaud.github.io/maxbootR/ https://github.com/torbenstaud/maxbootR |
| Package repository | View on CRAN |
| Installation |
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