The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

QregBB: Block Bootstrap Methods for Quantile Regression in Time Series

Implements moving-blocks bootstrap and extended tapered-blocks bootstrap, as well as smooth versions of each, for quantile regression in time series. This package accompanies the paper: Gregory, K. B., Lahiri, S. N., & Nordman, D. J. (2018). A smooth block bootstrap for quantile regression with time series. The Annals of Statistics, 46(3), 1138-1166.

Version: 1.0.0
Imports: quantreg
Published: 2022-06-03
DOI: 10.32614/CRAN.package.QregBB
Author: Karl Gregory
Maintainer: Karl Gregory <gregorkb at stat.sc.edu>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: QregBB results

Documentation:

Reference manual: QregBB.pdf

Downloads:

Package source: QregBB_1.0.0.tar.gz
Windows binaries: r-devel: QregBB_1.0.0.zip, r-release: QregBB_1.0.0.zip, r-oldrel: QregBB_1.0.0.zip
macOS binaries: r-release (arm64): QregBB_1.0.0.tgz, r-oldrel (arm64): QregBB_1.0.0.tgz, r-release (x86_64): QregBB_1.0.0.tgz, r-oldrel (x86_64): QregBB_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=QregBB to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.