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QregBB

Block Bootstrap Methods for Quantile Regression in Time Series

v1.0.0 · Jun 3, 2022 · GPL-3

Description

Implements moving-blocks bootstrap and extended tapered-blocks bootstrap, as well as smooth versions of each, for quantile regression in time series. This package accompanies the paper: Gregory, K. B., Lahiri, S. N., & Nordman, D. J. (2018). A smooth block bootstrap for quantile regression with time series. The Annals of Statistics, 46(3), 1138-1166.

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r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
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r-oldrel-macos-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Karl Gregory <gregorkb@stat.sc.edu>’

No Authors@R field in DESCRIPTION.
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  Authors@R: person(given = "Karl",
                    family = "Gregory",
                    role = c("aut", "cre"),
                    email = "gregorkb@stat.sc.edu")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Karl Gregory <gregorkb@stat.sc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Karl",
                    family = "Gregory",
                    role = c("aut", "cre"),
                    email = "gregorkb@stat.sc.edu")
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Karl Gregory <gregorkb@stat.sc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Karl",
                    family = "Gregory",
                    role = c("aut", "cre"),
                    email = "gregorkb@stat.sc.edu")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Karl Gregory <gregorkb@stat.sc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Karl",
                    family = "Gregory",
                    role = c("aut", "cre"),
                    email = "gregorkb@stat.sc.edu")
as necessary.

Dependency Network

Dependencies Reverse dependencies quantreg QregBB

Version History

new 1.0.0 Mar 10, 2026