Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)
Overview
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.
Minor Changes
- The
plot.nppi()function now returns an additional plot for JAB Pseudo Value Stability.
Bug Fixes
- In
nppi()there was an inconsistency in dimensionality between thejab_point_valuesand thejab_pseudo_valuesdue to how NA values were handled. This is fixed such that both vectors will always have the same length.
From NEWS.md in the release
Install
Health
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names: blocklength/inst/doc/tuning-parameters.R (.Tsp: 1) '.Tsp' should be changed to 'tsp'.
- NOTE8 OK, 5 NOTENow
- NOTE11 OK, 2 NOTE2026-07-16
- OK14 OK2026-03-10
Documentation
- Help pages
- 6
- Examples that run
- 67%4 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
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- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
- 0
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10 development-tooling and community-health practices detected across 6 families in the upstream repository
Checks run against github.com/alec-stashevsky/blocklength on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-08-24 · The repository has a site deploy workflow
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.2.2Latest
- 0.2.12025-03-08 · diff ↗
- 0.2.0
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.52022-03-03 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.1.42021-05-12 · diff ↗
- 0.1.32021-02-25
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2021-02-25
- Total releases
- 6 / 5 yrs
- License
- GPL (>= 2) OSI
- Download size
- 226 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("blocklength")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
The repository also keeps a CITATION.cff.
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