Package: boodd 0.1

boodd: Functions for the Book "Bootstrap for Dependent Data, with an R Package"

Companion package, functions, data sets, examples for the book Patrice Bertail and Anna Dudek (2025), Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted. Kreiss, J.-P. and Paparoditis, E. (2003) <doi:10.1214/aos/1074290332> Politis, D.N., and White, H. (2004) <doi:10.1081/ETC-120028836> Patton, A., Politis, D.N., and White, H. (2009) <doi:10.1080/07474930802459016> Tsybakov, A. B. (2018) <doi:10.1007/b13794> Bickel, P., and Sakov, A. (2008) <doi:10.1214/18-AOS1803> Götze, F. and Račkauskas, A. (2001) <doi:10.1214/lnms/1215090074> Politis, D. N., Romano, J. P., & Wolf, M. (1999, ISBN:978-0-387-98854-2) Carlstein E. (1986) <doi:10.1214/aos/1176350057> Künsch, H. (1989) <doi:10.1214/aos/1176347265> Liu, R. and Singh, K. (1992) <https://www.stat.purdue.edu/docs/research/tech-reports/1991/tr91-07.pdf> Politis, D.N. and Romano, J.P. (1994) <doi:10.1080/01621459.1994.10476870> Politis, D.N. and Romano, J.P. (1992) <https://www.stat.purdue.edu/docs/research/tech-reports/1991/tr91-07.pdf> Patrice Bertail, Anna E. Dudek. (2022) <doi:10.3150/23-BEJ1683> Dudek, A.E., Leśkow, J., Paparoditis, E. and Politis, D. (2014a) <https://ideas.repec.org/a/bla/jtsera/v35y2014i2p89-114.html> Beran, R. (1997) <doi:10.1023/A:1003114420352> B. Efron, and Tibshirani, R. (1993, ISBN:9780429246593) Bickel, P. J., Götze, F. and van Zwet, W. R. (1997) <doi:10.1007/978-1-4614-1314-1_17> A. C. Davison, D. Hinkley (1997) <doi:10.2307/1271471> Falk, M., & Reiss, R. D. (1989) <doi:10.1007/BF00354758> Lahiri, S. N. (2003) <doi:10.1007/978-1-4757-3803-2> Shimizu, K. .(2017) <doi:10.1007/978-3-8348-9778-7> Park, J.Y. (2003) <doi:10.1111/1468-0262.00471> Kirch, C. and Politis, D. N. (2011) <doi:10.48550/arXiv.1211.4732> Bertail, P. and Dudek, A.E. (2024) <doi:10.3150/23-BEJ1683> Dudek, A. E. (2015) <doi:10.1007/s00184-014-0505-9> Dudek, A. E. (2018) <doi:10.1080/10485252.2017.1404060> Bertail, P., Clémençon, S. (2006a) <https://ideas.repec.org/p/crs/wpaper/2004-47.html> Bertail, P. and Clémençon, S. (2006, ISBN:978-0-387-36062-1) Radulović, D. (2006) <doi:10.1007/BF02603005> Bertail, P. Politis, D. N. Rhomari, N. (2000) <doi:10.1080/02331880008802701> Nordman, D.J. Lahiri, S.N.(2004) <doi:10.1214/009053604000000779> Politis, D.N. Romano, J.P. (1993) <doi:10.1006/jmva.1993.1085> Hurvich, C. M. and Zeger, S. L. (1987, ISBN:978-1-4612-0099-4) Bertail, P. and Dudek, A. (2021) <doi:10.1214/20-EJS1787> Bertail, P., Clémençon, S. and Tressou, J. (2015) <doi:10.1111/jtsa.12105> Asmussen, S. (1987) <doi:10.1007/978-3-662-11657-9> Efron, B. (1979) <doi:10.1214/aos/1176344552> Gray, H., Schucany, W. and Watkins, T. (1972) <doi:10.2307/2335521> Quenouille, M.H. (1949) <doi:10.1111/j.2517-6161.1949.tb00023.x> Quenouille, M. H. (1956) <doi:10.2307/2332914> Prakasa Rao, B. L. S. and Kulperger, R. J. (1989) <https://www.jstor.org/stable/25050735> Rajarshi, M.B. (1990) <doi:10.1007/BF00050835> Dudek, A.E. Maiz, S. and Elbadaoui, M. (2014) <doi:10.1016/j.sigpro.2014.04.022> Beran R. (1986) <doi:10.1214/aos/1176349847> Maritz, J. S. and Jarrett, R. G. (1978) <doi:10.2307/2286545> Bertail, P., Politis, D., Romano, J. (1999) <doi:10.2307/2670177> Bertail, P. and Clémençon, S. (2006b) <doi:10.1007/0-387-36062-X_1> Radulović, D. (2004) <doi:10.1007/BF02603005> Hurd, H.L., Miamee, A.G. (2007) <doi:10.1002/9780470182833> Bühlmann, P. (1997) <doi:10.2307/3318584> Choi, E., Hall, P. (2000) <doi:10.1111/1467-9868.00244> Efron, B., Tibshirani, R. (1993, ISBN:9780429246593) Bertail, P., Clémençon, S. and Tressou, J. (2009) <doi:10.1007/s10687-009-0081-y> Bertail, P., Medina-Garay, A., De Lima-Medina, F. and Jales, I. (2024) <doi:10.1080/02331888.2024.2344670>.

Authors:Patrice Bertail [aut, ctb], Bernard Desgraupes [aut], Anna Dudek [aut, ctb], Karolina Marek [aut, cre]

boodd_0.1.tar.gz
boodd_0.1.zip(r-4.7)boodd_0.1.zip(r-4.6)boodd_0.1.zip(r-4.5)
boodd_0.1.tgz(r-4.6-any)boodd_0.1.tgz(r-4.5-any)
boodd_0.1.tar.gz(r-4.7-any)boodd_0.1.tar.gz(r-4.6-any)
boodd_0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
boodd/json (API)

# Install 'boodd' in R:
install.packages('boodd', repos = c('https://klona9.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 2 scripts 556 downloads 65 exports 26 dependencies

Last updated from:6cb52f65df. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK180
source / vignettesOK438
linux-release-x86_64OK173
macos-release-arm64OK160
macos-oldrel-arm64OK211
windows-develOK134
windows-releaseOK117
windows-oldrelOK124
wasm-releaseOK108

Exports:acfCoeffaidedbootb.starbandw1best.block.sub.sizebest.sub.size.iidblock.subblockbootblockboot.seasonalboot_distboot_localboot_resboot_wildbootglmbootsbootsemibopt_circycompute_powerconfint.booddembb.samplef_PseudoBlocksfastNadarayafield.subfieldbootfieldbootPfindBestEpsilonfreqbootftruncfunc_fdbgenETARCHgenMM1GetBlocksGetPseudoBlocksjackFuncjackFuncBlockjackFuncRegenjackVarjackVarBlockjackVarFieldjackVarRegenjackVarRegen.atomjackVarRegen.smallEnsemblelammark_bootmeanCoeffnaradamarpara.bootper_boopkcplot.booddqVarrate.block.subrate.subregenbootseasonalACFseasonalMeanseasonalVarsievebootsmallEnsemblesummary.booddtboot_disttft_bootthetaARBBthetaRBzi_inar_process

Dependencies:curlcvarfastICAfBasicsfGarchgbutilsgeoRgssjsonlitelatticeMASSMatrixquadprogquantmodrbibutilsRdpackspspatialsplancsstabledisttimeDatetimeSeriestseriesTTRxtszoo

Readme and manuals

Help Manual

Help pageTopics
Aided Frequency Bootstrapaidedboot
Bootstrap Block Length Choice in the Stationary Caseb.star
Computing the Bandwidth of the Kernel Density Estimators.bandw1
Optimal Block Subsampling Sizebest.block.sub.size
Optimal Block Subsampling or MOON Bootstrap Sizes for I.I.D. Databest.sub.size.iid
Block Subsamplingblock.sub
Block Bootstrapblockboot
Generalized Seasonal Block Bootstrap for Time Series.blockboot.seasonal
Package boodd: bootstrap for dependent databoodd-package boodd
Bootstrap Distributionboot_dist
TFT Local Bootstrap.boot_local
TFT Residual Bootstrap.boot_res
TFT wild bootstrap.boot_wild
Bootstrap for Generalized Linear Modelbootglm
Bootstrap for the I.I.D. Caseboots
Semiparametric Bootstrapbootsemi
Optimal Bootstrap Block Length for Periodically Correlated Time Series.bopt_circy
Objects of Class 'boodd'class.boodd
Compute the Power of a Statistical Testcompute_power
Calculate Confidence Intervals for 'boodd' Objects.confint.boodd
Characteristics for Extension of Moving Block Bootstrap ClassacfCoeff.embb embb meanCoeff.embb seasonalACF.embb seasonalMean.embb seasonalVar.embb
EMBB Methodembb.sample
Compute the Value of the Function on a (Pseudo)-Regenerative Blocks.f_PseudoBlocks
Nadaraya-Watson Estimator for Transition Densities for Markov chains.fastNadaraya
Subsampling of Random Fieldsfield.sub
Block Bootstrap of Random Fieldfieldboot
Bootstrap Sample from the Random FieldfieldbootP
Optimal Size of Small SetsfindBestEpsilon
Frequency Domain Bootstrapfreqboot
Robust Estimators of the Mean Based on Regeneration Blocks.ftrunc
Functional Bootstrap in the Frequency Domain (FDB)func_fdb
Generate an Exponential TAR-ARCH ProcessgenETARCH
Generate an M/M/1 Queue ProcessgenMM1
Compute Block Splitting for Atomic Markov ChainsGetBlocks
Computing Pseudo-regenerative BlocksGetPseudoBlocks
Jackknife Variance FunctionjackFunc
Jackknife Variance Function Using Blocks of Fixed LengthjackFuncBlock
Jackknife Variance Function for Markov Chains Using Regenerative BlocksjackFuncRegen
Jackknife Variance EstimatorjackVar
Jackknife Variance Estimator Based on Fixed Length BlocksjackVarBlock
Jackknife Variance for Random Fields Based on BlocksjackVarField
Jackknife Variance Estimator for Regenerative ProcessesjackVarRegen
Jackknife Variance Estimator for Atomic Markov ChainsjackVarRegen.atom
Jackknife Variance Estimation for General Harris Markov ChainsjackVarRegen.smallEnsemble
Lag windowlam
Bootstraping Markov chainmark_boot
Fourier Coefficients Estimation of the Mean and Autocovariance Functions.acfCoeff acfCoeff.default acfCoeff.ts meanCoeff meanCoeff.default meanCoeff.ts
Nadaraya-Watson Estimator for Transition Densities.naradamar
Parametric Bootstrap for i.i.d. Datapara.boot
Bootstrap of Periodogramper_boo
Plot Kernel Density Estimates for Null and Alternative Distributions.pkc
Plot an Object of Class 'boodd'plot.boodd
Estimating Variance of a QuantileqVar
Block Subsampling for Time Series with Convergence Rate Estimationrate.block.sub
Subsampling for i.i.d. Data with Convergence Rate Estimationrate.sub
Regenerative and Approximative Regenerative Block Bootstrap.regenboot
Computes time domain characteristics of periodically correlated time seriesseasonalACF seasonalACF.default seasonalACF.ts seasonalMean seasonalMean.default seasonalMean.ts seasonalVar seasonalVar.default seasonalVar.ts
Autoregressive Sieve Bootstrapsieveboot
Class 'smallEnsemble'smallEnsemble
Summary for Objects of Class booddsummary.boodd
Computation of the Bootstrap-t Distributiontboot_dist
TFT Bootstrap.tft_boot
Compute the Extremal Index for Non-Atomic Markov Chains Using Pseudo-Regenerative BlocksthetaARBB thetaARRB
Compute the Extremal Index for Atomic Markov Chains Using Regenerative BlocksthetaRB
Generate a ZI-INAR Processzi_inar_process