Dear R Community, blocklength 0.1.4 has been released to CRAN (https://cran.r-project.org/package=blocklength! blocklength is a package with several methods to automatically select the optimal block-length parameter to be used in a block-bootstrap procedure of dependent data, such as stationary time series.
The newest version includes two methods. A cross-validation method proposed by Hall, Horowitz, and Jing (1995) <[doi:10.1093/biomet/82.3.561](https://doi.org/10.1093%2Fbiomet%2F82.3.561)> and a non-parametric plug-in method based on spectral density estimation proposed by Politis and White (2004) <[doi:10.1081/ETC-120028836](https://doi.org/10.1081%2FETC-120028836)> including the Patton, Politis, and White (2009) <[doi:10.1080/07474930802459016](https://doi.org/10.1080%2F07474930802459016)> correction with a corresponding set of S3 plot methods. blocklength has also received a fancy hex sticker - thanks to Malina Cheeneebash! Best, Alec Stashevsky [Website](https://alecstashevsky.com) [Recent Publications](https://jamanetwork.com/journals/jamanetworkopen/fullarticle/2775666) [GitHub](https://github.com/Alec-Stashevsky/GAP-climate-research) [[alternative HTML version deleted]] _______________________________________________ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
