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.


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Reference manual

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install.packages("blocklength")

0.1.4 by Alec Stashevsky, 4 days ago


https://alecstashevsky.com/r/blocklength, https://github.com/Alec-Stashevsky/blocklength


Report a bug at https://github.com/Alec-Stashevsky/blocklength/issues


Browse source code at https://github.com/cran/blocklength


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