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 published paper on bootstrapping block maxima. ‘Bücher, A., Staud, T. (2025). "Bootstrapping Estimators based on the Block Maxima Method" Journal of the Royal Statistical Society, Series B (Statistical Methodology): Vol. 87’