boodd {boodd} | R Documentation |
Package boodd: bootstrap for dependent data
Description
The package boodd
contains functions, datasets and examples to
accompany the textbook by Patrice Bertail and Anna Dudek (2025),
Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) – submitted.
Details
Version: | 0.1 |
Date: | 2025-06-03 |
License: | GPL (>= 2) |
A list of functions:
-
boots
– Bootstrap in the i.i.d. case. -
bootsemi
– Semi-parametric bootstrap for time series. -
blockboot
– Block bootstrap for stationary time series. -
regenboot
– Regenerative Bootstrap. -
findBestEpsilon
– Calculating the optimal value of the epsilon. -
aidedboot
– Aided Frequency Bootstrap. -
b.star
– Optimal length of bootstrap blocks. -
boodd
– Package overview: bootstrap for dependent data. -
bootglm
– Bootstrap for Generalized Linear Model. -
boot_dist
– Bootstrap distribution. -
confint.boodd
– Confidence intervals for objects of class boodd. -
class.boodd
– Objects of class boodd. -
embb
– Characteristics for Extended Moving Block Bootstrap class. -
embb.sample
– EMBB method. -
fieldboot
– Random Field Bootstrap. -
field.sub
– Field subsampling. -
freqboot
– Frequency Domain Bootstrap. -
jackFunc
– Create a function that calculates the statistic and the jackknife variance. -
jackVar
– Jackknife Variance for statistics based on i.i.d data. -
jackVarBlock
– Jackknife Variance for blocks. -
jackVarRegen
– Jackknife Variance for regenerative processes. -
jackVarRegen.atom
– Jackknife Variance for finite states Markov chains. -
jackVarRegen.smallEnsemble
– Jackknife Variance for homogeneous Markov chains. -
jackFuncBlock
– Jackknife Function for blocks. -
jackFuncRegen
– Jackknife Function in regenerative case. -
jackVarField
– Jackknife Variance for random fields. -
lam
– Lag window. -
plot.boodd
– Plot objects of class boodd. -
qVar
– Variance estimator for quantile. -
seasonalMean
– Characteristics of periodically correlated time series. -
sieveboot
– Autoregressive Sieve Bootstrap. -
summary.boodd
– Summary for objects of class boodd. -
tboot_dist
– t-bootstrap distribution. -
pkc
– Plot Kernel density. -
compute_power
– Compute the power of the test. -
bopt_circy
– Optimal choice of bootstrap block length for PC-process. -
genMM1
– Generate the queuing system process. -
genETARCH
– Generate the ETAR-ARCH process.
Author(s)
Patrice Bertail patrice.bertail@parisnanterre.fr
University Paris Nanterre – Modal'X
Bernard Desgraupes
University Paris Nanterre – Modal'X
Anna Dudek
Department of Applied Mathematics
AGH University of Krakow, Poland
Karolina Marek karolina.marek10@gmail.com
Department of Applied Mathematics
AGH University of Krakow, Poland
References
P. Bertail and A. Dudek (2025), Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) – submitted.