maxbootR: Efficient Bootstrap Methods for Block Maxima
Implements state-of-the-art block bootstrap methods for extreme value
statistics based on block maxima. Includes disjoint blocks, sliding blocks,
relying on a circular transformation of blocks.
Fast C++ backends (via 'Rcpp') ensure scalability for large time series.
Version: |
1.0.0 |
Depends: |
R (≥ 2.10) |
Imports: |
Rcpp, evd |
LinkingTo: |
Rcpp |
Suggests: |
testthat (≥ 3.0.0), covr, knitr, rmarkdown, ggplot2, dplyr, lubridate, tidyr |
Published: |
2025-04-17 |
DOI: |
10.32614/CRAN.package.maxbootR |
Author: |
Torben Staud [aut, cre, cph] |
Maintainer: |
Torben Staud <torben.staud at gmail.com> |
BugReports: |
https://github.com/torbenstaud/maxbootR/issues |
License: |
GPL (≥ 3) |
URL: |
https://torbenstaud.github.io/maxbootR/,
https://github.com/torbenstaud/maxbootR |
NeedsCompilation: |
yes |
Materials: |
README NEWS |
CRAN checks: |
maxbootR results |
Documentation:
Downloads:
Linking:
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