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) cross-validation method and the Politis and White (2004) Spectral Density Plug-in method, including the Patton, Politis, and White (2009) correction with a corresponding set of S3 plot methods.


Reference manual

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0.1.4 by Alec Stashevsky, 8 months ago,

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Authors: Alec Stashevsky [aut, cre] , Sergio Armella [ctb]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports tseries, stats

Suggests testthat, covr, parallel, knitr, rmarkdown

See at CRAN