maxbootR-package {maxbootR} | R Documentation |
maxbootR: Efficient Bootstrap Methods for Block Maxima
Description
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.
Author(s)
Maintainer: Torben Staud torben.staud@gmail.com [copyright holder]
See Also
Useful links:
Report bugs at https://github.com/torbenstaud/maxbootR/issues
[Package maxbootR version 1.0.0 Index]