DPQBootstrap
Dirichlet Quantile Bootstrap for Time Series
Provides a Dirichlet-based quantile bootstrap method for time series with rank-preserving reconstruction and averaged bootstrap samples. The package generates bootstrap trajectories, a mean bootstrap series, and uncertainty intervals for time series resampling.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | DPQBootstrap_0.1.1.tar.gz |
16.5 KiB |
0.1.1 |
rolling linux/noble R-4.5 | DPQBootstrap_0.1.1.tar.gz |
16.5 KiB |
0.1.1 |
rolling source/ R- | DPQBootstrap_0.1.1.tar.gz |
3.3 KiB |
0.1.1 |
latest linux/jammy R-4.5 | DPQBootstrap_0.1.1.tar.gz |
16.5 KiB |
0.1.1 |
latest linux/noble R-4.5 | DPQBootstrap_0.1.1.tar.gz |
16.5 KiB |
0.1.1 |
latest source/ R- | DPQBootstrap_0.1.1.tar.gz |
3.3 KiB |
0.1.1 |
2026-04-23 source/ R- | DPQBootstrap_0.1.1.tar.gz |
0 B |