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.

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

Downloads:

Reference manual: wbsd.pdf
Package source: wbsd_1.0.0.tar.gz
Windows binaries: r-devel: wbsd_1.0.0.zip, r-devel-UCRT: 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-release (x86_64): wbsd_1.0.0.tgz, r-oldrel: wbsd_1.0.0.tgz

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