Package: QregBB 1.0.0
QregBB: Block Bootstrap Methods for Quantile Regression in Time Series
Implements moving-blocks bootstrap and extended tapered-blocks bootstrap, as well as smooth versions of each, for quantile regression in time series. This package accompanies the paper: Gregory, K. B., Lahiri, S. N., & Nordman, D. J. (2018). A smooth block bootstrap for quantile regression with time series. The Annals of Statistics, 46(3), 1138-1166.
Authors:
QregBB_1.0.0.tar.gz
QregBB_1.0.0.zip(r-4.5)QregBB_1.0.0.zip(r-4.4)QregBB_1.0.0.zip(r-4.3)
QregBB_1.0.0.tgz(r-4.4-x86_64)QregBB_1.0.0.tgz(r-4.4-arm64)QregBB_1.0.0.tgz(r-4.3-x86_64)QregBB_1.0.0.tgz(r-4.3-arm64)
QregBB_1.0.0.tar.gz(r-4.5-noble)QregBB_1.0.0.tar.gz(r-4.4-noble)
QregBB_1.0.0.tgz(r-4.4-emscripten)QregBB_1.0.0.tgz(r-4.3-emscripten)
QregBB.pdf |QregBB.html✨
QregBB/json (API)
NEWS
| # Install 'QregBB' in R: |
| install.packages('QregBB', repos = c('https://gregorkb.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gregorkb/qregbb/issues
bootstrapquantile-regressiontime-series
Last updated 2 years agofrom:db3656c4ac. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win-x86_64 | OK | Nov 05 2024 |
| R-4.5-linux-x86_64 | OK | Nov 05 2024 |
| R-4.4-win-x86_64 | OK | Nov 05 2024 |
| R-4.4-mac-x86_64 | OK | Nov 05 2024 |
| R-4.4-mac-aarch64 | OK | Nov 05 2024 |
| R-4.3-win-x86_64 | OK | Nov 05 2024 |
| R-4.3-mac-x86_64 | OK | Nov 05 2024 |
| R-4.3-mac-aarch64 | OK | Nov 05 2024 |
Exports:getNPPIblksizesQRQregBB
Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival
