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:David Preinerstorfer [aut, cre]

wbsd_1.0.1.tar.gz
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manual.pdf |manual.html✨
card.svg |card.png
wbsd/json (API)
NEWS

# Install 'wbsd' in R:
install.packages('wbsd', repos = c('https://dprei.r-universe.dev', '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 167 downloads 2 exports 2 dependencies

Last updated from:781e77fb04. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK115
linux-devel-x86_64OK111
source / vignettesOK225
linux-release-arm64OK107
linux-release-x86_64OK112
macos-release-arm64OK153
macos-release-x86_64OK405
macos-oldrel-arm64OK169
macos-oldrel-x86_64OK397
windows-develOK173
windows-releaseOK108
windows-oldrelOK115
wasm-releaseOK106

Exports:boot.pvaltheta

Dependencies:RcppRcppEigen