# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "nse" in publications use:' type: software license: GPL-2.0-or-later title: 'nse: Numerical Standard Errors Computation in R' version: '1.21' doi: 10.21105/joss.00172 identifiers: - type: doi value: 10.32614/CRAN.package.nse abstract: Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) and Ardia and Bluteau (2017) . authors: - family-names: Ardia given-names: David email: david.ardia.ch@gmail.com orcid: https://orcid.org/0000-0003-2823-782X - family-names: Bluteau given-names: Keven email: keven.bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807 preferred-citation: type: article title: 'nse: Computation of numerical standard errors in R' authors: - family-names: Ardia given-names: David email: david.ardia.ch@gmail.com orcid: https://orcid.org/0000-0003-2823-782X - family-names: Bluteau given-names: Keven email: keven.bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807 journal: Journal of Open Source Software year: '2017' volume: '10' issue: '2' doi: 10.21105/joss.00172 repository: https://keblu.r-universe.dev repository-code: https://github.com/keblu/nse commit: 5627ae727a9a9ec71bb3687b3c18cfd85ce67a94 url: https://github.com/keblu/nse date-released: '2022-11-08' contact: - family-names: Bluteau given-names: Keven email: keven.bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807 references: - type: article title: 'Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation' authors: - family-names: Ardia given-names: David - family-names: Bluteau given-names: Keven - family-names: Hoogerheide given-names: Lennart year: '2018' journal: Journal of Time Series Econometrics volume: '10' issue: '2' doi: 10.1515/jtse-2017-0011 start: 1-9