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> subsampling-based cross-validation method, 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, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.
| Version: | 0.2.0 |
| Imports: | tseries, stats |
| Suggests: | testthat, covr, parallel, knitr, rmarkdown |
| Published: | 2025-02-17 |
| 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 (source, R code) |
Downloads:
| Package source: | blocklength_0.2.0.tar.gz |
| Windows binaries: | r-devel: blocklength_0.2.0.zip, r-release: blocklength_0.2.0.zip, r-oldrel: blocklength_0.2.0.zip |
| macOS binaries: | r-devel (arm64): blocklength_0.1.5.tgz, r-release (arm64): blocklength_0.1.5.tgz, r-oldrel (arm64): blocklength_0.1.5.tgz, r-devel (x86_64): blocklength_0.2.0.tgz, r-release (x86_64): blocklength_0.2.0.tgz, r-oldrel (x86_64): blocklength_0.2.0.tgz |
| Old sources: | blocklength archive |
Linking:
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