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.

Version: 1.0.0
Imports: quantreg
Published: 2022-06-03
DOI: 10.32614/CRAN.package.QregBB
Author: Karl Gregory
Maintainer: Karl Gregory <gregorkb at stat.sc.edu>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: QregBB results


Reference manual: QregBB.pdf


Package source: QregBB_1.0.0.tar.gz
Windows binaries: r-devel: QregBB_1.0.0.zip, r-release: QregBB_1.0.0.zip, r-oldrel: QregBB_1.0.0.zip
macOS binaries: r-release (arm64): QregBB_1.0.0.tgz, r-oldrel (arm64): QregBB_1.0.0.tgz, r-release (x86_64): QregBB_1.0.0.tgz, r-oldrel (x86_64): QregBB_1.0.0.tgz


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