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DESCRIPTION
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DESCRIPTION
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Package: blocklength
Type: Package
Title: Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)
Version: 0.1.5.9000
Authors@R: c(
person("Alec", "Stashevsky",
email = "alec@alecstashevsky.com",
role = c("aut", "cre")),
person("Sergio", "Armella",
role = "ctb")
)
Maintainer: Alec Stashevsky <alec@alecstashevsky.com>
Description: 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> cross-validation method and 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 with a corresponding set of S3
plot methods.
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.1.2
Suggests:
testthat,
covr,
parallel,
knitr,
rmarkdown
Imports:
tseries,
stats
URL: https://alecstashevsky.com/r/blocklength, https://github.com/Alec-Stashevsky/blocklength
BugReports: https://github.com/Alec-Stashevsky/blocklength/issues
VignetteBuilder: knitr