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.

Language: R - Size: 2.8 MB - Last synced at: 1 day ago - Pushed at: 5 months ago - Stars: 5 - Forks: 0