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depedent-bootstrap

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Alec-Stashevsky / blocklength

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R package with a set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) cross-validation method and the Politis and White (2004) Spectral Density Plug-in method.

bootstrap time cran r time-series boot inference stats time-series-analysis resample tseries dependent horowitz block-bootstrap depedent-bootstrap meboot politis blocklength block-resampling
  • Updated Mar 3, 2022
  • R

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