QregBB
Block Bootstrap Methods for Quantile Regression in Time Series
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | QregBB_1.0.0.tar.gz |
37.9 KiB |
1.0.0 |
rolling linux/noble R-4.5 | QregBB_1.0.0.tar.gz |
37.8 KiB |
1.0.0 |
rolling source/ R- | QregBB_1.0.0.tar.gz |
12.8 KiB |
1.0.0 |
latest linux/jammy R-4.5 | QregBB_1.0.0.tar.gz |
37.9 KiB |
1.0.0 |
latest linux/noble R-4.5 | QregBB_1.0.0.tar.gz |
37.8 KiB |
1.0.0 |
latest source/ R- | QregBB_1.0.0.tar.gz |
12.8 KiB |
1.0.0 |
2026-04-26 source/ R- | QregBB_1.0.0.tar.gz |
12.8 KiB |
1.0.0 |
2026-04-23 source/ R- | QregBB_1.0.0.tar.gz |
12.8 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | QregBB_1.0.0.zip |
44.9 KiB |
1.0.0 |
2025-04-20 source/ R- | QregBB_1.0.0.tar.gz |
12.8 KiB |