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: 1.21
Imports: Rcpp (≥ 0.12.0), coda, mcmc, mcmcse, np, sandwich
LinkingTo: Rcpp
Suggests: testthat
Published: 2022-11-10
DOI: 10.32614/CRAN.package.nse
Author: David Ardia ORCID iD [aut], Keven Bluteau ORCID iD [aut, cre]
Maintainer: Keven Bluteau <keven.bluteau at usherbrooke.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: README NEWS
In views: Econometrics
CRAN checks: nse results


Reference manual: nse.pdf


Package source: nse_1.21.tar.gz
Windows binaries: r-devel: nse_1.21.zip, r-release: nse_1.21.zip, r-oldrel: nse_1.21.zip
macOS binaries: r-release (arm64): nse_1.21.tgz, r-oldrel (arm64): nse_1.21.tgz, r-release (x86_64): nse_1.21.tgz, r-oldrel (x86_64): nse_1.21.tgz
Old sources: nse archive

Reverse dependencies:

Reverse imports: BayesianFactorZoo


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