wbsd
Wild Bootstrap Size Diagnostics
Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | wbsd_1.0.0.tar.gz |
108.9 KiB |
1.0.0 |
rolling linux/noble R-4.5 | wbsd_1.0.0.tar.gz |
111.5 KiB |
1.0.0 |
rolling source/ R- | wbsd_1.0.0.tar.gz |
17.6 KiB |
1.0.0 |
latest linux/jammy R-4.5 | wbsd_1.0.0.tar.gz |
108.9 KiB |
1.0.0 |
latest linux/noble R-4.5 | wbsd_1.0.0.tar.gz |
111.5 KiB |
1.0.0 |
latest source/ R- | wbsd_1.0.0.tar.gz |
17.6 KiB |
1.0.0 |
2026-04-26 source/ R- | wbsd_1.0.0.tar.gz |
17.6 KiB |
1.0.0 |
2026-04-23 source/ R- | wbsd_1.0.0.tar.gz |
17.6 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | wbsd_1.0.0.zip |
519.0 KiB |
1.0.0 |
2025-04-20 source/ R- | wbsd_1.0.0.tar.gz |
17.6 KiB |