Package: wbsd
Type: Package
Title: Wild Bootstrap Size Diagnostics
Version: 1.0.1
Date: 2026-05-15
Authors@R: person(given = "David", family = "Preinerstorfer",
                    role = c("aut", "cre"), email = "david.preinerstorfer@wu.ac.at")
Maintainer: David Preinerstorfer <david.preinerstorfer@wu.ac.at>
Description: Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" <doi:10.48550/arXiv.2005.04089>, which appeared as <doi:10.1017/S0266466622000184> in Econometric Theory , Volume 39 , Issue 4 , August 2023 , pp. 789 - 847. The diagnostic "theta" 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.
License: GPL-2
Imports: methods, stats, Rcpp
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Packaged: 2026-05-15 08:47:52 UTC; preid
Repository: CRAN
Date/Publication: 2026-05-15 10:00:02 UTC
Author: David Preinerstorfer [aut, cre]
