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-4.7-x86_64)QregBB_1.0.0.zip(r-4.7-arm64)QregBB_1.0.0.zip(r-4.6-x86_64)QregBB_1.0.0.zip(r-4.6-arm64)QregBB_1.0.0.zip(r-4.5-x86_64)
QregBB_1.0.0.tgz(r-4.6-x86_64)QregBB_1.0.0.tgz(r-4.6-arm64)QregBB_1.0.0.tgz(r-4.5-x86_64)QregBB_1.0.0.tgz(r-4.5-arm64)
QregBB_1.0.0.tar.gz(r-4.7-arm64)QregBB_1.0.0.tar.gz(r-4.7-x86_64)QregBB_1.0.0.tar.gz(r-4.6-arm64)QregBB_1.0.0.tar.gz(r-4.6-x86_64)
QregBB_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
QregBB/json (API)
| # 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 from:db3656c4ac. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 91 | ||
| linux-devel-x86_64 | OK | 105 | ||
| source / vignettes | OK | 146 | ||
| linux-release-arm64 | OK | 106 | ||
| linux-release-x86_64 | OK | 100 | ||
| macos-release-arm64 | OK | 207 | ||
| macos-release-x86_64 | OK | 320 | ||
| macos-oldrel-arm64 | OK | 101 | ||
| macos-oldrel-x86_64 | OK | 340 | ||
| windows-devel-arm64 | OK | 396 | ||
| windows-devel-x86_64 | OK | 135 | ||
| windows-release-arm64 | OK | 342 | ||
| windows-release-x86_64 | OK | 96 | ||
| windows-oldrel-x86_64 | OK | 86 | ||
| wasm-release | OK | 75 |
Exports:getNPPIblksizesQRQregBB
Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival
