Package: MSinference 0.2.1

Marina Khismatullina

MSinference: Multiscale Inference for Nonparametric Time Trend(s)

Performs a multiscale analysis of a nonparametric regression or nonparametric regressions with time series errors. In case of one regression, with the help of this package it is possible to detect the regions where the trend function is increasing or decreasing. In case of multiple regressions, the test identifies regions where the trend functions are different from each other. See Khismatullina and Vogt (2020) <doi:10.1111/rssb.12347>, Khismatullina and Vogt (2022) <doi:10.48550/arXiv.2209.10841> and Khismatullina and Vogt (2023) <doi:10.1016/j.jeconom.2021.04.010> for more details on theory and applications.

Authors:Marina Khismatullina [aut, cre], Michael Vogt [aut]

MSinference_0.2.1.tar.gz
MSinference_0.2.1.tar.gz(r-4.5-noble)MSinference_0.2.1.tar.gz(r-4.4-noble)
MSinference_0.2.1.tgz(r-4.4-emscripten)MSinference_0.2.1.tgz(r-4.3-emscripten)
MSinference.pdf |MSinference.html✨
MSinference/json (API)

# Install 'MSinference' in R:
install.packages('MSinference', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • covid - Number of daily new cases of infections of COVID-19 per country.
  • temperature - Hadley Centre Central England Temperature

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

2.00 score 10 scripts 254 downloads 10 exports 7 dependencies

Last updated 7 months agofrom:b0757eef90. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 18 2025
R-4.5-linux-x86_64OKFeb 18 2025

Exports:compute_minimal_intervalscompute_quantilescompute_quantiles_2compute_statisticsconstruct_gridconstruct_weekly_gridestimate_lrvmultiscale_testplot_sizer_mapselect_order

Dependencies:codetoolsdoParallelforeachiteratorsrbibutilsRcppRdpack

MSinference package

Rendered fromMSinference.Rnwusingknitr::knitron Feb 18 2025.

Last update: 2024-08-22
Started: 2023-01-23