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

Documentation:

Reference manual:

QregBB.pdf

Downloads:

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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