MSinference: Multiscale Inference for Nonparametric Time Trend(s)

Performs a multiscale analysis of a nonparametric regression or nonparametric regressions with time series errors. In case of one regression, with the help of this package it is possible to detect the regions where the trend function is increasing or decreasing. In case of multiple regressions, the test identifies regions where the trend functions are different from each other. See Khismatullina and Vogt (2020) <doi:10.1111/rssb.12347>, Khismatullina and Vogt (2022) <doi:10.48550/arXiv.2209.10841> and Khismatullina and Vogt (2023) <doi:10.1016/j.jeconom.2021.04.010> for more details on theory and applications.

Version:	0.2.1
Depends:	R (≥ 2.10)
Imports:	Rcpp (≥ 1.0.9), Rdpack, foreach, parallel, doParallel
LinkingTo:	Rcpp
Suggests:	knitr, rmarkdown
Published:	2024-08-21
DOI:	10.32614/CRAN.package.MSinference
Author:	Marina Khismatullina [aut, cre], Michael Vogt [aut]
Maintainer:	Marina Khismatullina <khismatullina at ese.eur.nl>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	MSinference results

Documentation:

Reference manual:	MSinference.pdf
Vignettes:	MSinference package (source, R code)

Downloads:

Package source:	MSinference_0.2.1.tar.gz
Windows binaries:	r-devel: MSinference_0.2.1.zip, r-release: MSinference_0.2.1.zip, r-oldrel: MSinference_0.2.1.zip
macOS binaries:	r-release (arm64): MSinference_0.2.1.tgz, r-oldrel (arm64): MSinference_0.2.1.tgz, r-release (x86_64): MSinference_0.2.1.tgz, r-oldrel (x86_64): MSinference_0.2.1.tgz
Old sources:	MSinference archive

Linking:

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