blocklength

Select an Optimal Block-Length to Bootstrap Dependent Data (Block Bootstrap)

CRAN Package

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 cross-validation method and 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 with a corresponding set of S3 plot methods.

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