Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) <doi:10.2139/ssrn.2741587> and Ardia and Bluteau (2017) <doi:10.21105/joss.00172>.
| Version: | 1.19 |
| Imports: | Rcpp (≥ 0.12.0), coda, mcmc, mcmcse, np, sandwich |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2018-09-13 |
| Author: | David Ardia [aut], Keven Bluteau [aut, cre] |
| Maintainer: | Keven Bluteau <Keven.Bluteau at unine.ch> |
| 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: | NEWS |
| In views: | Econometrics |
| CRAN checks: | nse results |
| Reference manual: | nse.pdf |
| Package source: | nse_1.19.tar.gz |
| Windows binaries: | r-devel: nse_1.19.zip, r-release: nse_1.19.zip, r-oldrel: nse_1.19.zip |
| macOS binaries: | r-release: nse_1.19.tgz, r-oldrel: nse_1.19.tgz |
| Old sources: | nse archive |
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