Alec-Stashevsky/hhjboot: 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> subsampling-based cross-validation method, 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, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.
Getting started
Browse package contents
Package details |
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| Maintainer | Alec Stashevsky <alec@alecstashevsky.com> |
| License | GPL (>= 2) |
| Version | 0.2.0.9000 |
| URL | https://alecstashevsky.com/r/blocklength https://github.com/Alec-Stashevsky/blocklength |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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