maxbootR1.0.0 package

Efficient Bootstrap Methods for Block Maxima

Implements state-of-the-art block bootstrap methods for extreme value statistics based on block maxima. Includes disjoint blocks, sliding blocks, relying on a circular transformation of blocks. Fast C++ backends (via 'Rcpp') ensure scalability for large time series.

  • Maintainer: Torben Staud
  • License: GPL (>= 3)
  • Last published: 2025-04-17