Software

I published and authored an R-package called maxbootR which enables the efficient bootstrapping of block maxima based estimators. It is available on CRAN and a detailed beginner-friendly tutorial is availabe on its corresponding pkgdown site.

The sensitive parts of coding are done via fast C++ backends and the underlying theory stems from our paper on bootstrapping block maxima. Bücher, A. & Staud, T. (2024+). Bootstrapping estimators based on the block maxima method: arXiv.