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maxbootR  

Efficient Bootstrap Methods for Block Maxima
View on CRAN: Click here


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

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

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



Attach the package and use:
library("maxbootR")
Maintained by
Torben Staud
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All associated links for this package
First Published: 2025-04-17
Latest Update: 2025-04-17
Description:
Implements state-of-the-art block bootstrap methods for extreme value statistics based on block maxima. Includes disjoint blocks, sliding blocks, relying on a circular transformation of blocks. Fast C++ backends (via 'Rcpp') ensure scalability for large time series.
How to cite:
Torben Staud (2025). maxbootR: Efficient Bootstrap Methods for Block Maxima. R package version 1.0.0, https://cran.r-project.org/web/packages/maxbootR. Accessed 30 Oct. 2026.
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