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 |
| Reference manual: | maxbootR.html , maxbootR.pdf |
| Vignettes: |
maxbootR-intro (source, R code) |
| Package source: | maxbootR_1.0.0.tar.gz |
| Windows binaries: | r-devel: maxbootR_1.0.0.zip, r-release: maxbootR_1.0.0.zip, r-oldrel: maxbootR_1.0.0.zip |
| 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 |
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