Select an Optimal Block-Length to Bootstrap Dependent Data
(Block Bootstrap)
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Documentation for package ‘blocklength’ version 0.2.0
Help Pages
| hhj | Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal Block-Length |
| nppi | Lahiri, Furukawa, and Lee (2007) Nonparametric Plug-In "NPPI" Rule to Select the Optimal Block-Length |
| plot.hhj | Plot MSE Function for HHJ Algorithm |
| plot.nppi | Plot Stability of JAB Point Estimates |
| plot.pwsd | Plot Correlogram for Politis and White Auto-Correlation Implied Hypothesis Test |
| pwsd | Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection |