nse: Numerical Standard Errors Computation in R
Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) <doi:10.1515/jtse-2017-0011> and Ardia and Bluteau (2017) <doi:10.21105/joss.00172>.
| Version: | 1.21 |
| Imports: | Rcpp (≥ 0.12.0), coda, mcmc, mcmcse, np, sandwich |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2022-11-10 |
| Author: | David Ardia  [aut],
Keven Bluteau
[aut, cre] |
| Maintainer: | Keven Bluteau <keven.bluteau at usherbrooke.ca> |
| BugReports: | https://github.com/keblu/nse/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/keblu/nse |
| NeedsCompilation: | yes |
| Citation: | nse citation info |
| Materials: | README NEWS |
| In views: | Econometrics |
| CRAN checks: | nse results |
Documentation:
| Reference manual: | nse.pdf |
Downloads:
| Package source: | nse_1.21.tar.gz |
| Windows binaries: | r-devel: nse_1.21.zip, r-release: nse_1.21.zip, r-oldrel: nse_1.21.zip |
| macOS binaries: | r-release (arm64): nse_1.21.tgz, r-oldrel (arm64): nse_1.21.tgz, r-release (x86_64): nse_1.21.tgz, r-oldrel (x86_64): nse_1.21.tgz |
| Old sources: | nse archive |
Reverse dependencies:
| Reverse imports: | BayesianFactorZoo |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=nse to link to this page.