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:

Reference manual: maxbootR.pdf
Vignettes: maxbootR-intro (source, R code)

Downloads:

Package source: maxbootR_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): maxbootR_1.0.0.tgz, r-oldrel (arm64): maxbootR_1.0.0.tgz, r-release (x86_64): maxbootR_1.0.0.tgz, r-oldrel (x86_64): maxbootR_1.0.0.tgz

Linking:

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