Package: wbsd
Type: Package
Title: Wild Bootstrap Size Diagnostics
Version: 1.0.0
Date: 2020-05-11
Author: David Preinerstorfer 
Maintainer: David Preinerstorfer <david.preinerstorfer@ulb.be>
Description: 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.
License: GPL-2
Imports: methods, stats, Rcpp
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Packaged: 2020-05-11 14:46:29 UTC; Administrator
Repository: CRAN
Date/Publication: 2020-05-14 08:30:02 UTC
Built: R 4.2.0; x86_64-apple-darwin17.0; 2022-04-26 22:23:41 UTC; unix
Archs: wbsd.so.dSYM
