maxbootR-package {maxbootR}R Documentation

maxbootR: Efficient Bootstrap Methods for Block Maxima

Description

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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:


[Package maxbootR version 1.0.0 Index]