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blocklength
pwsd
pwsd function
Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection
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blocklength package
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Maintainer: Alec Stashevsky
License: GPL (>= 2)
Last published: 2025-03-08
Useful links
https://github.com/Alec-Stashevsky/blocklength/issues
https://alecstashevsky.com/r/blocklength
https://github.com/Alec-Stashevsky/blocklength
https://alec-stashevsky.github.io/blocklength/