Other packages > Find by keyword >

QregBB  

Block Bootstrap Methods for Quantile Regression in Time Series
View on CRAN: Click here


Download and install QregBB package within the R console
Install from CRAN:
install.packages("QregBB")

Install from Github:
library("remotes")
install_github("cran/QregBB")

Install by package version:
library("remotes")
install_version("QregBB", "1.0.0")



Attach the package and use:
library("QregBB")
Maintained by
Karl Gregory
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-06-03
Latest Update: 2022-06-03
Description:
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.
How to cite:
Karl Gregory (2022). QregBB: Block Bootstrap Methods for Quantile Regression in Time Series. R package version 1.0.0, https://cran.r-project.org/web/packages/QregBB. Accessed 16 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited QregBB R package
View QregBB citation profile
Other R packages that QregBB depends, imports, suggests or enhances
Complete documentation for QregBB
Functions, R codes and Examples using the QregBB R package
Some associated functions: QregBB-package . QregBB . getNPPIblksizesQR . 
Some associated R codes: QregBB.R .  Full QregBB package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA