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>.

Version: 1.20
Imports: Rcpp (≥ 0.12.0), coda, mcmc, mcmcse, np, sandwich
LinkingTo: Rcpp
Suggests: testthat
Published: 2021-04-25
Author: David Ardia ORCID iD [aut], Keven Bluteau ORCID iD [aut, cre]
Maintainer: Keven Bluteau <keven.bluteau at hec.ca>
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

Documentation:

Reference manual: nse.pdf

Downloads:

Package source: nse_1.20.tar.gz
Windows binaries: r-devel: nse_1.20.zip, r-devel-UCRT: nse_1.20.zip, r-release: nse_1.20.zip, r-oldrel: nse_1.20.zip
macOS binaries: r-release (arm64): nse_1.20.tgz, r-release (x86_64): nse_1.20.tgz, r-oldrel: nse_1.20.tgz
Old sources: nse archive

Linking:

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