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:David Preinerstorfer

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 = 'https://cloud.r-project.org')
Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

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

cppopenmp

1.00 score 123 downloads 2 exports 2 dependencies

Last updated 5 years agofrom:5dce160100. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 11 2025
R-4.5-linux-x86_64OKMar 11 2025
R-4.4-linux-x86_64OKMar 11 2025

Exports:boot.pvaltheta

Dependencies:RcppRcppEigen

Citation

To cite wbsd in publications we suggest to use:

Preinerstorfer, D. (2020). wbsd: Wild bootstrap size diagnostics. Version 1.0.0

and to refer to the following article for a description of the algorithms and the underlying theory:

P{"o}tscher, B.M., and Preinerstorfer, D. (2020). How reliable are bootstrap-based heteroskedasticity robust tests?

Corresponding BibTeX entries: 

  @Manual{,
    title = {wbsd: Wild bootstrap size diagnostics. Version 1.0.0},
    author = {{Preinerstorfer} and {D.}},
    year = {2020},
  }

  @Article{,
    title = {How reliable are bootstrap-based heteroskedasticity robust
      tests?},
    author = {{P{"o}tscher} and {B.M.} and {Preinerstorfer} and {D.}},
    journal = {Working Paper},
    year = {2020},
  }