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blocklength

Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)

A set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) <doi:10.1093/biomet/82.3.561> subsampling-based cross-validation method, the Politis and White (2004) <doi:10.1081/ETC-120028836> Spectral Density Plug-in method, including the Patton, Politis, and White (2009) <doi:10.1080/07474930802459016> correction, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.

Versions across snapshots

VersionRepositoryFileSize
0.2.2 rolling linux/jammy R-4.5 blocklength_0.2.2.tar.gz 238.0 KiB
0.2.2 rolling linux/noble R-4.5 blocklength_0.2.2.tar.gz 238.0 KiB
0.2.2 rolling source/ R- blocklength_0.2.2.tar.gz 225.3 KiB
0.2.2 latest linux/jammy R-4.5 blocklength_0.2.2.tar.gz 238.0 KiB
0.2.2 latest linux/noble R-4.5 blocklength_0.2.2.tar.gz 238.0 KiB
0.2.2 latest source/ R- blocklength_0.2.2.tar.gz 225.3 KiB
0.2.2 2026-04-26 source/ R- blocklength_0.2.2.tar.gz 225.3 KiB
0.2.2 2026-04-23 source/ R- blocklength_0.2.2.tar.gz 225.3 KiB
0.2.2 2026-04-09 windows/windows R-4.5 blocklength_0.2.2.zip 240.6 KiB
0.2.2 2025-04-20 source/ R- blocklength_0.2.2.tar.gz 225.3 KiB

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