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:
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-4.4-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
Last updated 2 years agofrom:5627ae727a. Checks:OK: 7 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 15 2024 |
R-4.5-win-x86_64 | NOTE | Nov 15 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 15 2024 |
R-4.4-win-x86_64 | OK | Nov 15 2024 |
R-4.4-mac-x86_64 | OK | Nov 15 2024 |
R-4.4-mac-aarch64 | OK | Nov 15 2024 |
R-4.3-win-x86_64 | OK | Nov 15 2024 |
R-4.3-mac-x86_64 | OK | Nov 15 2024 |
R-4.3-mac-aarch64 | OK | Nov 15 2024 |
Exports:nse.andrewsnse.bootnse.cosnse.geyernse.hiruknse.nwnse.spec0
Dependencies:bootbriocallrclicodacrayoncubaturedescdiffobjdigestellipseevaluatefftwtoolsfsgluejsonlitelatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcmcmcsenppkgbuildpkgloadpraiseprocessxpsquadprogquantregR6RcppRcppArmadillorlangrprojrootsandwichSparseMsurvivaltestthatwaldowithrzoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
nse: Computation of numerical standard errors in R | nse-package nse |
Andrews estimator | nse.andrews |
Bootstrap estimator | nse.boot |
Long-run variance estimation using low-frequency cosine series. | nse.cos |
Geyer estimator | nse.geyer |
Hirukawa estimator | nse.hiruk |
Newey-West estimator | nse.nw |
Spectral density at zero estimator | nse.spec0 |