[R] [R-pkgs] blocklength 0.1.4 released
Alec Stashevsky
@|ec @end|ng |rom @|ec@t@@hev@ky@com
Mon May 17 16:03:53 CEST 2021
Dear R Community,
blocklength 0.1.4 has been released to CRAN (https://cran.r-project.org/package=blocklength! blocklength is a package with several methods to automatically select the optimal block-length parameter to be used in a block-bootstrap procedure of dependent data, such as stationary time series.
The newest version includes two methods. A cross-validation method proposed by Hall, Horowitz, and Jing (1995) <[doi:10.1093/biomet/82.3.561](https://doi.org/10.1093%2Fbiomet%2F82.3.561)> and a non-parametric plug-in method based on spectral density estimation proposed by Politis and White (2004) <[doi:10.1081/ETC-120028836](https://doi.org/10.1081%2FETC-120028836)> including the Patton, Politis, and White (2009) <[doi:10.1080/07474930802459016](https://doi.org/10.1080%2F07474930802459016)> correction with a corresponding set of S3 plot methods.
blocklength has also received a fancy hex sticker - thanks to Malina Cheeneebash!
Best,
Alec Stashevsky
[Website](https://alecstashevsky.com)
[Recent Publications](https://jamanetwork.com/journals/jamanetworkopen/fullarticle/2775666)
[GitHub](https://github.com/Alec-Stashevsky/GAP-climate-research)
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