depedent-bootstrap

There are 0 repository under depedent-bootstrap topic.

Alec-Stashevsky / blocklength
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 tseries stats r horowitz time-series block-bootstrap depedent-bootstrap boot meboot politis dependent time time-series-analysis resample inference blocklength cran block-resampling
Language:R 5

Alec-Stashevsky / blocklength