maxbootR-package: maxbootR: Efficient Bootstrap Methods for Block Maxima
In maxbootR: Efficient Bootstrap Methods for Block Maxima
maxbootR-package R Documentation
maxbootR: Efficient Bootstrap Methods for Block Maxima
Description
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.
Author(s)
Maintainer: Torben Staud torben.staud@gmail.com [copyright holder]
See Also
Useful links:
maxbootR documentation built on June 8, 2025, 10:58 a.m.
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| maxbootR-package | R Documentation |
maxbootR: Efficient Bootstrap Methods for Block Maxima
Description
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.
Author(s)
Maintainer: Torben Staud torben.staud@gmail.com [copyright holder]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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