blocklength: 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) <doi:10.1093/biomet/82.3.561> subsampling-based cross-validation method, the Politis and White (2004) <doi:10.1081/ETC-120028836> Spectral Density Plug-in method, including the Patton, Politis, and White (2009) <doi:10.1080/07474930802459016> correction, and the Lahiri, Furukawa, and Lee (2007) <doi:10.1016/j.stamet.2006.08.002> nonparametric plug-in method, with a corresponding set of S3 plot methods.

Version:	0.2.2
Imports:	tseries, stats
Suggests:	testthat, covr, parallel, knitr, rmarkdown
Published:	2025-03-08
DOI:	10.32614/CRAN.package.blocklength
Author:	Alec Stashevsky [aut, cre], Sergio Armella [ctb]
Maintainer:	Alec Stashevsky <alec at alecstashevsky.com>
BugReports:	https://github.com/Alec-Stashevsky/blocklength/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://alecstashevsky.com/r/blocklength, https://github.com/Alec-Stashevsky/blocklength, https://alec-stashevsky.github.io/blocklength/
NeedsCompilation:	no
Materials:	README, NEWS
In views:	TimeSeries
CRAN checks:	blocklength results

Documentation:

Reference manual:	blocklength.html , blocklength.pdf
Vignettes:	Tuning Block-Length Selection Methods (source, R code)

Downloads:

Package source:	blocklength_0.2.2.tar.gz
Windows binaries:	r-devel: blocklength_0.2.2.zip, r-release: blocklength_0.2.2.zip, r-oldrel: blocklength_0.2.2.zip
macOS binaries:	r-release (arm64): blocklength_0.2.2.tgz, r-oldrel (arm64): blocklength_0.2.2.tgz, r-release (x86_64): blocklength_0.2.2.tgz, r-oldrel (x86_64): blocklength_0.2.2.tgz
Old sources:	blocklength archive

Linking:

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