blocklength
0.2.2Select 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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE r-devel-windows-x86_64
- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 67%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 0%
Downloads
Repository
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Repository practices
6 development-tooling and community-health practices detected across 6 families in the upstream repository
Checks run against github.com/alec-stashevsky/blocklength on 2026-08-09.
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Dependencies
Nothing depends on this yet.
Code & Tests
People & History
6 releases. Pick two to compare their code metrics. R releases are shown for context.
- 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 ↗
- 0.2.02025-02-17 · diff ↗
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("blocklength")The authors publish a CITATION.cff, so they have said how they want this cited. Run citation() and use what it gives you.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.