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Implements hierarchical Bayesian inference, robust frequentist inference, and distribution-free inference for dependent and unbalanced data under strong-mixing conditions. Supports triangular-array, weighted-sum and mixingale convergence regimes with Whittle and composite likelihoods, heteroskedasticity-and-autocorrelation-consistent variance estimation, block bootstrap with automatic block length, fixed-bandwidth HAR inference, adaptive conformal prediction, Bayesian decision under Region of Practical Equivalence, bridge-sampling Bayes factors, and predictive comparison via the Widely Applicable Information Criterion and leave-future-out cross-validation. Methods follow Andrews (1991) <doi:10.2307/2938229>, Kiefer and Vogelsang (2005) <doi:10.1017/S0266466605050565>, Patton, Politis and White (2009) <doi:10.1080/07474930802459016>, Vehtari, Gelman and Gabry (2017) <doi:10.1007/s11222-016-9696-4>, Kruschke (2018) <doi:10.1177/2515245918771304>, and Gibbs and Candes (2021) <doi:10.48550/arXiv.2106.00170>.
| Version: | 0.2.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | rstan (≥ 2.26.0), stats, parallel |
| Suggests: | bayesplot, bridgesampling, knitr, loo, posterior, readxl, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-05-02 |
| DOI: | 10.32614/CRAN.package.HTDV |
| Author: | Jose Mauricio Gomez Julian
|
| Maintainer: | Jose Mauricio Gomez Julian <isadorenabi at pm.me> |
| BugReports: | https://github.com/IsadoreNabi/HTDV/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/IsadoreNabi/HTDV |
| NeedsCompilation: | no |
| Citation: | HTDV citation info |
| Materials: | README, NEWS |
| CRAN checks: | HTDV results |
| Reference manual: | HTDV.html , HTDV.pdf |
| Vignettes: |
Introduction to HTDV (source, R code) HTDV — Empirical and Simulation Validation (source, R code) |
| Package source: | HTDV_0.2.0.tar.gz |
| Windows binaries: | r-devel: HTDV_0.2.0.zip, r-release: HTDV_0.2.0.zip, r-oldrel: HTDV_0.2.0.zip |
| macOS binaries: | r-release (arm64): HTDV_0.2.0.tgz, r-oldrel (arm64): HTDV_0.2.0.tgz, r-release (x86_64): HTDV_0.2.0.tgz, r-oldrel (x86_64): HTDV_0.2.0.tgz |
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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.
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