Package: wbsd 1.0.1
wbsd: Wild Bootstrap Size Diagnostics
Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <doi:10.48550/arXiv.2005.04089>, which appeared as <doi:10.1017/S0266466622000184> in Econometric Theory , Volume 39 , Issue 4 , August 2023 , pp. 789 - 847. The diagnostic "theta" 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_1.0.1.tar.gz
wbsd_1.0.1.zip(r-4.7-x86_64)wbsd_1.0.1.zip(r-4.7-arm64)wbsd_1.0.1.zip(r-4.6-x86_64)wbsd_1.0.1.zip(r-4.6-arm64)wbsd_1.0.1.zip(r-4.5-x86_64)
wbsd_1.0.1.tgz(r-4.6-x86_64)wbsd_1.0.1.tgz(r-4.6-arm64)wbsd_1.0.1.tgz(r-4.5-x86_64)wbsd_1.0.1.tgz(r-4.5-arm64)
wbsd_1.0.1.tar.gz(r-4.7-arm64)wbsd_1.0.1.tar.gz(r-4.7-x86_64)wbsd_1.0.1.tar.gz(r-4.6-arm64)wbsd_1.0.1.tar.gz(r-4.6-x86_64)
wbsd_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
wbsd/json (API)
| # Install 'wbsd' in R: |
| install.packages('wbsd', repos = c('https://dprei.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 from:781e77fb04. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 97 | ||
| linux-devel-x86_64 | OK | 111 | ||
| source / vignettes | OK | 260 | ||
| linux-release-arm64 | OK | 81 | ||
| linux-release-x86_64 | OK | 100 | ||
| macos-release-arm64 | OK | 125 | ||
| macos-release-x86_64 | OK | 237 | ||
| macos-oldrel-arm64 | OK | 115 | ||
| macos-oldrel-x86_64 | OK | 211 | ||
| windows-devel-arm64 | OK | 344 | ||
| windows-devel-x86_64 | OK | 139 | ||
| windows-release-arm64 | OK | 271 | ||
| windows-release-x86_64 | OK | 96 | ||
| windows-oldrel-x86_64 | OK | 85 | ||
| wasm-release | OK | 85 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Wild Bootstrap Size Diagnostics | wbsd-package wbsd |
| Bootstrap p-value | boot.pval |
| theta | theta |