NEWS.md

In Alec-Stashevsky/hhjboot: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)

blocklength (development version)

blocklength 0.2.0

New features

• A new function nppi() has been added to the package. This function estimates the optimal block-length using the non-parametric plug-in (NPPI) method of Lahiri, Furukawa, Lee, (2007).

• A new S3 plot method plot.nppi() has been added to the package. This function outputs a diagnostic plot for JAB point values calculated from the above nppi() function.

blocklength 0.1.5

• Minor adjustments to documentation per CRAN requests.

blocklength 0.1.4

Bug Fixes

• In pwsd(), m_hat was indexing the first insignificant lag of the correlation structure rather than the first significant lag prior to the consecutive run of insignificant lags.

• pwsd() and plot.pwsd() now output significance bands that match rho_k_critical exactly. Prior to this, the significance bands on the correlogram output were generated using the plot.acf(ci = ) argument which led to misleading graphical representations of the implied hypothesis test's critical value in the PWSD method.

• In hhj(), sub_block_length has been changed to sub_sample to avoid confusion with the other tuning parameter, pilot_block_length

Minor Changes

• A new vignette has been included on tuning and diagnosing problematic output from the selection functions!

• pwsd() now includes a new argument to override the implied hypothesis test by setting m_hat directly.

• In pwsd(), rho.k.critical has been changed to snake case rho_k_critical in the $parameters matrix from output of class 'pwsd' objects from pwsd().

• In hhj(), if subsample = is set directly it is now rounded to the nearest whole number.

• plot.pwsd() now includes "darkmagenta" significance lines to match pwsd().

• plot.pwsd() now explicitly includes an option to customize title with main = .

• hhj() now includes a warning message if the supplied iteration limit n_iter is reached but still outputs an object of class 'hhj.'

blocklength 0.1.3

• This is the first submission accepted to CRAN
• Minor changes to documentation and testing of examples

blocklength 0.1.0

• This is the first submission of blocklength package.

Alec-Stashevsky/hhjboot documentation built on Feb. 19, 2025, 11:19 a.m.