https://github.com/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.

block-bootstrap block-resampling blocklength boot bootstrap cran depedent-bootstrap dependent horowitz inference meboot politis r resample stats time time-series time-series-analysis tseries

Last synced: 22 Oct 2025