Package: wbsd 1.0.0
David Preinerstorfer
wbsd: Wild Bootstrap Size Diagnostics
Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <arxiv:2005.04089>. This diagnostic can be used to detect and weed out bootstrap-based procedures that provably have size equal to one for a given testing problem. The implementation covers a large variety of bootstrap-based procedures, cf. the above mentioned article for details. A function for computing bootstrap p-values is provided.
Authors:
wbsd_1.0.0.tar.gz
wbsd_1.0.0.tar.gz(r-4.5-noble)wbsd_1.0.0.tar.gz(r-4.4-noble)
wbsd_1.0.0.tgz(r-4.4-emscripten)wbsd_1.0.0.tgz(r-4.3-emscripten)
wbsd.pdf |wbsd.html✨
wbsd/json (API)
NEWS
| # Install 'wbsd' in R: |
| install.packages('wbsd', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:5dce160100. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 11 2024 |
| R-4.5-linux-x86_64 | OK | Nov 11 2024 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Wild Bootstrap Size Diagnostics | wbsd-package wbsd |
| Bootstrap p-value | boot.pval |
| theta | theta |