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wbsd
View on CRAN: Click
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Download and install wbsd package within the R console
Install from CRAN:
install.packages("wbsd")
Install from Github:
library("remotes")
install_github("cran/wbsd")
Install by package version:
library("remotes")
install_version("wbsd", "1.0.0")
Attach the package and use:
library("wbsd")
Maintained by
David Preinerstorfer
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-14
Latest Update: 2020-05-14
Description:
Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <doi:10.48550/arXiv.2005.04089>. This diagnostic 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.
How to cite:
David Preinerstorfer (2020). wbsd: Wild Bootstrap Size Diagnostics. R package version 1.0.0, https://cran.r-project.org/web/packages/wbsd
Previous versions and publish date:
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Functions, R codes and Examples using
the wbsd R package
Some associated functions: boot.pval . theta . wbsd-package .
Some associated R codes: RcppExports.R . auxiliary.functions.R . boot.pval.R . theta.R . zzz.R . Full wbsd package functions and examples
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