Package: nse 1.22
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_1.22.tar.gz
nse_1.22.zip(r-4.7)nse_1.22.zip(r-4.6)nse_1.22.zip(r-4.5)
nse_1.22.tgz(r-4.6-x86_64)nse_1.22.tgz(r-4.6-arm64)nse_1.22.tgz(r-4.5-x86_64)nse_1.22.tgz(r-4.5-arm64)
nse_1.22.tar.gz(r-4.7-arm64)nse_1.22.tar.gz(r-4.7-x86_64)nse_1.22.tar.gz(r-4.6-arm64)nse_1.22.tar.gz(r-4.6-x86_64)
nse_1.22.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:145c7b878c. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 135 | ||
| linux-devel-x86_64 | OK | 139 | ||
| source / vignettes | OK | 187 | ||
| linux-release-arm64 | OK | 133 | ||
| linux-release-x86_64 | OK | 151 | ||
| macos-release-arm64 | OK | 141 | ||
| macos-release-x86_64 | OK | 219 | ||
| macos-oldrel-arm64 | OK | 173 | ||
| macos-oldrel-x86_64 | OK | 313 | ||
| windows-devel | OK | 133 | ||
| windows-release | OK | 114 | ||
| windows-oldrel | OK | 111 | ||
| wasm-release | OK | 134 |
Exports:nse.andrewsnse.bootnse.cosnse.geyernse.hiruknse.nwnse.spec0
Dependencies:bootbriocallrclicodacrayoncubaturedescdiffobjellipseevaluatefftwtoolsfsgluejsonlitelatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcmcmcsenppkgbuildpkgloadpraiseprocessxpsquadprogquantregR6RcppRcppArmadillorlangrprojrootsandwichSparseMsurvivaltestthatwaldowithrzoo
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 |
