Welcome to ClientVPS Mirrors

CRAN: Package DPQBootstrap

DPQBootstrap: Dirichlet Quantile Bootstrap for Time Series

Provides a Dirichlet-based quantile bootstrap method for time series with rank-preserving reconstruction and averaged bootstrap samples. The package generates bootstrap trajectories, a mean bootstrap series, and uncertainty intervals for time series resampling.

Version: 0.1.1
Imports: stats, rlang
Suggests: ggplot2
Published: 2026-05-05
DOI: 10.32614/CRAN.package.DPQBootstrap
Author: Ahmed Hamimes [aut, cre]
Maintainer: Ahmed Hamimes <ahmed.hamimes at univ-constantine3.dz>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README
CRAN checks: DPQBootstrap results

Documentation:

Reference manual: DPQBootstrap.html , DPQBootstrap.pdf

Downloads:

Package source: DPQBootstrap_0.1.1.tar.gz
Windows binaries: r-devel: DPQBootstrap_0.1.1.zip, r-release: DPQBootstrap_0.1.1.zip, r-oldrel: DPQBootstrap_0.1.1.zip
macOS binaries: r-release (arm64): DPQBootstrap_0.1.1.tgz, r-oldrel (arm64): DPQBootstrap_0.1.1.tgz, r-release (x86_64): DPQBootstrap_0.1.1.tgz, r-oldrel (x86_64): DPQBootstrap_0.1.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=DPQBootstrap to link to this page.

Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.

This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.