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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
DOI: 10.32614/CRAN.package.nse
Author: David Ardia ORCID iD [aut], Keven Bluteau ORCID iD [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.

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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