The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Performs non-parametric tests of parametric specifications. Five tests are available. Specific bandwidth and kernel methods can be chosen along with many other options. Allows parallel computing to quickly compute p-values based on the bootstrap. Methods implemented in the package are H.J. Bierens (1982) <doi:10.1016/0304-4076(82)90105-1>, J.C. Escanciano (2006) <doi:10.1017/S0266466606060506>, P.L. Gozalo (1997) <doi:10.1016/S0304-4076(97)86571-2>, P. Lavergne and V. Patilea (2008) <doi:10.1016/j.jeconom.2007.08.014>, P. Lavergne and V. Patilea (2012) <doi:10.1198/jbes.2011.07152>, J.H. Stock and M.W. Watson (2006) <doi:10.1111/j.1538-4616.2007.00014.x>, C.F.J. Wu (1986) <doi:10.1214/aos/1176350142>, J. Yin, Z. Geng, R. Li, H. Wang (2010) <https://www.jstor.org/stable/24309002> and J.X. Zheng (1996) <doi:10.1016/0304-4076(95)01760-7>.
| Version: | 1.1.0 |
| Depends: | stats, foreach, parallel, doParallel |
| Suggests: | knitr, rmarkdown, AER |
| Published: | 2022-10-28 |
| Author: | Hippolyte Boucher [aut, cre], Pascal Lavergne [aut] |
| Maintainer: | Hippolyte Boucher <Hippolyte.Boucher at outlook.com> |
| License: | GPL-2 |
| URL: | https://github.com/HippolyteBoucher/SpeTestNP |
| NeedsCompilation: | yes |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | SpeTestNP results |
| Reference manual: | SpeTestNP.pdf |
| Vignettes: |
Nonparametric Specification Testing with SpeTestNP |
| Package source: | SpeTestNP_1.1.0.tar.gz |
| Windows binaries: | r-devel: SpeTestNP_1.1.0.zip, r-release: SpeTestNP_1.1.0.zip, r-oldrel: SpeTestNP_1.1.0.zip |
| macOS binaries: | r-release (arm64): SpeTestNP_1.1.0.tgz, r-oldrel (arm64): SpeTestNP_1.1.0.tgz, r-release (x86_64): SpeTestNP_1.1.0.tgz, r-oldrel (x86_64): SpeTestNP_1.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=SpeTestNP to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.