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wbsd: Wild Bootstrap Size Diagnostics

Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <doi:10.48550/arXiv.2005.04089>, which appeared as <doi:10.1017/S0266466622000184> in Econometric Theory , Volume 39 , Issue 4 , August 2023 , pp. 789 - 847. The diagnostic "theta" can be used to detect and weed out bootstrap-based procedures that provably have size equal to one for a given testing problem. The implementation covers a large variety of bootstrap-based procedures, cf. the above mentioned article for details. A function for computing bootstrap p-values is provided.

Version: 1.0.1
Imports: methods, stats, Rcpp
LinkingTo: Rcpp, RcppEigen
Published: 2026-05-15
DOI: 10.32614/CRAN.package.wbsd
Author: David Preinerstorfer [aut, cre]
Maintainer: David Preinerstorfer <david.preinerstorfer at wu.ac.at>
License: GPL-2
NeedsCompilation: yes
Citation: wbsd citation info
Materials: NEWS
CRAN checks: wbsd results

Documentation:

Reference manual: wbsd.html , wbsd.pdf

Downloads:

Package source: wbsd_1.0.1.tar.gz
Windows binaries: r-devel: wbsd_1.0.1.zip, r-release: wbsd_1.0.1.zip, r-oldrel: wbsd_1.0.1.zip
macOS binaries: r-release (arm64): wbsd_1.0.1.tgz, r-oldrel (arm64): wbsd_1.0.1.tgz, r-release (x86_64): wbsd_1.0.1.tgz, r-oldrel (x86_64): wbsd_1.0.1.tgz
Old sources: wbsd archive

Linking:

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