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.">

wbsd: Wild Bootstrap Size Diagnostics (original) (raw)

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
DOI: 10.32614/CRAN.package.wbsd
Author: David Preinerstorfer
Maintainer: David Preinerstorfer <david.preinerstorfer at ulb.be>
License: GPL-2
NeedsCompilation: yes
Citation: wbsd citation info
Materials:
CRAN checks: wbsd results

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