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Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <doi:10.48550/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.
| Version: | 1.0.0 |
| Imports: | methods, stats, Rcpp |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2020-05-14 |
| Author: | David Preinerstorfer |
| Maintainer: | David Preinerstorfer <david.preinerstorfer at ulb.be> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Citation: | wbsd citation info |
| Materials: | NEWS |
| CRAN checks: | wbsd results |
| Reference manual: | wbsd.pdf |
| Package source: | wbsd_1.0.0.tar.gz |
| Windows binaries: | r-devel: wbsd_1.0.0.zip, r-release: wbsd_1.0.0.zip, r-oldrel: wbsd_1.0.0.zip |
| macOS binaries: | r-release (arm64): wbsd_1.0.0.tgz, r-oldrel (arm64): wbsd_1.0.0.tgz, r-release (x86_64): wbsd_1.0.0.tgz, r-oldrel (x86_64): wbsd_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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