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.

blocklength: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)

A set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) <doi:10.1093/biomet/82.3.561> cross-validation method and the Politis and White (2004) <doi:10.1081/ETC-120028836> Spectral Density Plug-in method, including the Patton, Politis, and White (2009) <doi:10.1080/07474930802459016> correction with a corresponding set of S3 plot methods.

Version: 0.1.5
Imports: tseries, stats
Suggests: testthat, covr, parallel, knitr, rmarkdown
Published: 2022-03-02
DOI: 10.32614/CRAN.package.blocklength
Author: Alec Stashevsky [aut, cre], Sergio Armella [ctb]
Maintainer: Alec Stashevsky <alec at alecstashevsky.com>
BugReports: https://github.com/Alec-Stashevsky/blocklength/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://alecstashevsky.com/r/blocklength, https://github.com/Alec-Stashevsky/blocklength
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: blocklength results

Documentation:

Reference manual: blocklength.pdf
Vignettes: Tuning Block-Length Selection Methods

Downloads:

Package source: blocklength_0.1.5.tar.gz
Windows binaries: r-devel: blocklength_0.1.5.zip, r-release: blocklength_0.1.5.zip, r-oldrel: blocklength_0.1.5.zip
macOS binaries: r-release (arm64): blocklength_0.1.5.tgz, r-oldrel (arm64): blocklength_0.1.5.tgz, r-release (x86_64): blocklength_0.1.5.tgz, r-oldrel (x86_64): blocklength_0.1.5.tgz
Old sources: blocklength archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=blocklength 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.