Package: nse 1.21

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>.

Authors:David Ardia [aut], Keven Bluteau [aut, cre]

nse_1.21.tar.gz
nse_1.21.zip(r-4.5)nse_1.21.zip(r-4.4)nse_1.21.zip(r-4.3)
nse_1.21.tgz(r-4.5-x86_64)nse_1.21.tgz(r-4.5-arm64)nse_1.21.tgz(r-4.4-x86_64)nse_1.21.tgz(r-4.4-arm64)nse_1.21.tgz(r-4.3-x86_64)nse_1.21.tgz(r-4.3-arm64)
nse_1.21.tar.gz(r-4.5-noble)nse_1.21.tar.gz(r-4.4-noble)
nse_1.21.tgz(r-4.4-emscripten)nse_1.21.tgz(r-4.3-emscripten)
nse.pdf |nse.html
nse/json (API)
NEWS

# Install 'nse' in R:
install.packages('nse', repos = c('https://keblu.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/keblu/nse/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

econometricshacnsecpp

3.56 score 1 packages 12 scripts 489 downloads 7 exports 44 dependencies

Last updated 2 years agofrom:5627ae727a. Checks:7 OK, 4 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 13 2025
R-4.5-win-x86_64NOTEFeb 13 2025
R-4.5-mac-x86_64NOTEFeb 13 2025
R-4.5-mac-aarch64NOTEFeb 13 2025
R-4.5-linux-x86_64NOTEFeb 13 2025
R-4.4-win-x86_64OKFeb 13 2025
R-4.4-mac-x86_64OKFeb 13 2025
R-4.4-mac-aarch64OKFeb 13 2025
R-4.3-win-x86_64OKFeb 13 2025
R-4.3-mac-x86_64OKFeb 13 2025
R-4.3-mac-aarch64OKFeb 13 2025

Exports:nse.andrewsnse.bootnse.cosnse.geyernse.hiruknse.nwnse.spec0

Dependencies:bootbriocallrclicodacrayoncubaturedescdiffobjdigestellipseevaluatefftwtoolsfsgluejsonlitelatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcmcmcsenppkgbuildpkgloadpraiseprocessxpsquadprogquantregR6RcppRcppArmadillorlangrprojrootsandwichSparseMsurvivaltestthatwaldowithrzoo