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blocklength  

Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("blocklength", "0.1.5")



Attach the package and use:
library("blocklength")
Maintained by
Alec Stashevsky
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-25
Latest Update: 2022-03-02
Description:
A set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) cross-validation method and the Politis and White (2004) Spectral Density Plug-in method, including the Patton, Politis, and White (2009) correction with a corresponding set of S3 plot methods.
How to cite:
Alec Stashevsky (2021). blocklength: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap). R package version 0.1.5, https://cran.r-project.org/web/packages/blocklength. Accessed 03 Dec. 2024.
Previous versions and publish date:
0.1.3 (2021-02-25 10:30), 0.1.4 (2021-05-12 14:12)
Other packages that cited blocklength R package
View blocklength citation profile
Other R packages that blocklength depends, imports, suggests or enhances
Complete documentation for blocklength
Functions, R codes and Examples using the blocklength R package
Some associated functions: hhj . plot.hhj . plot.pwsd . pwsd . 
Some associated R codes: hhj.R . plot.hhj.R . plot.pwsd.R . pwsd.R .  Full blocklength package functions and examples
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