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:Karl Gregory

QregBB_1.0.0.tar.gz
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QregBB.pdf |QregBB.html✨
QregBB/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/gregorkb/qregbb/issues

On CRAN:

bootstrapquantile-regressiontime-series

2 exports 1 stars 0.73 score 7 dependencies 1 scripts 123 downloads

Last updated 2 years agofrom:db3656c4ac. Checks:OK: 9. Indexed: yes.

Exports:getNPPIblksizesQRQregBB

Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival