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

Documentation:

Reference manual:

wbsd.pdf

Downloads:

Package source:	wbsd_1.0.0.tar.gz
Windows binaries:	r-devel: 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-oldrel (arm64): wbsd_1.0.0.tgz, r-release (x86_64): wbsd_1.0.0.tgz, r-oldrel (x86_64): wbsd_1.0.0.tgz

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