R package with a set of functions to select the optimal block-length for a dependent bootstrap (block-bootstrap). Includes the Hall, Horowitz, and Jing (1995) cross-validation method and the Politis and White (2004) Spectral Density Plug-in method.
bootstrap
time
cran
r
time-series
boot
inference
stats
time-series-analysis
resample
tseries
dependent
horowitz
block-bootstrap
depedent-bootstrap
meboot
politis
blocklength
block-resampling
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Updated
Mar 3, 2022 - R