blocklength

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.

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