GitHub repository: Alec-Stashevsky/blocklength
Primary language: R
Created: 2021-02-17T05:03:22Z
Description: 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.