Package: LSEbootLS 0.1.0
Nicolas Loyola
LSEbootLS:Bootstrap Methods for Regression Models with Locally Stationary Errors
Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis.
Authors:
LSEbootLS_0.1.0.tar.gz
LSEbootLS_0.1.0.tar.gz(r-4.5-noble)LSEbootLS_0.1.0.tar.gz(r-4.4-noble)
LSEbootLS_0.1.0.tgz(r-4.4-emscripten)LSEbootLS_0.1.0.tgz(r-4.3-emscripten)
LSEbootLS.pdf |LSEbootLS.html✨
LSEbootLS/json (API)
| # InstallLSEbootLS in R: |
| install.packages('LSEbootLS',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- USinf - US Monthly Inflation Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 days agofrom:cb5b939dea
Exports:applicationCoveragelongmemoryCoverageshortmemory
Dependencies:clicodetoolscolorspacedigestdoParalleldoRNGfansifarverforeachggplot2gluegtableisobanditeratorslabelinglatticelifecycleLSTSmagrittrMASSMatrixmgcvmunsellnlmepatchworkpillarpkgconfigR6rbibutilsRColorBrewerRdpackrlangrlecuyerrngtoolsscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Calculate the bootstrap LSE for a long memory model | application |
| Calculate the coverage of several long-memory models | Coveragelongmemory |
| Calculate the coverage for several short-memory models | Coverageshortmemory |
| US Monthly Inflation Data | USinf |
