Skip to content
#

politis

Star

Here is 1 public repository matching this topic...

Alec-Stashevsky / blocklength

Star 4

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

Improve this page

Add a description, image, and links to the politis topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the politis topic, visit your repo's landing page and select "manage topics."

Learn more