maxbootR: Efficient Bootstrap Methods for Block Maxima

Implements state-of-the-art block bootstrap methods for extreme value statistics based on block maxima. Includes disjoint blocks, sliding blocks, relying on a circular transformation of blocks. Fast C++ backends (via 'Rcpp') ensure scalability for large time series.

See also

Useful links:

• https://torbenstaud.github.io/maxbootR/

• https://github.com/torbenstaud/maxbootR

• Report bugs at https://github.com/torbenstaud/maxbootR/issues

Author

Maintainer: Torben Staud torben.staud@gmail.com [copyright holder]