Package: fixedCV 0.1.0
Rebecca Kurtz-Garcia
fixedCV: Fixed-b Critical Values for Robust Inference with Time Series Data
Provides functions for computing fixed-b critical values and conducting robust inference procedures for time series data with unknown correlation structures. Implements long-run variance estimators using various kernel functions and lugsail transformations for improved finite-sample properties as described by Kurtz-Garcia and Flegal (2026) <doi:10.48550/arXiv.2606.17369>.
Authors:
fixedCV_0.1.0.tar.gz
fixedCV_0.1.0.tar.gz(r-4.7-any)fixedCV_0.1.0.tar.gz(r-4.6-any)
fixedCV_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
fixedCV/json (API)
| # Install 'fixedCV' in R: |
| install.packages('fixedCV', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- Bartlett_Mother_01_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Mother_025_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Mother_05_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Mother_10_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Over_01_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Over_025_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Over_05_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Over_10_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Zero_01_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Zero_025_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Zero_05_Master - Fixed Critical Values using the Simulated Method
- Bartlett_Zero_10_Master - Fixed Critical Values using the Simulated Method
- fitted_CV - Fixed Critical Values using the Fitted Method
- GillStream - Stream Temperature data
- Parzen_Mother_01_Master - Fixed Critical Values using the Simulated Method
- Parzen_Mother_025_Master - Fixed Critical Values using the Simulated Method
- Parzen_Mother_05_Master - Fixed Critical Values using the Simulated Method
- Parzen_Mother_10_Master - Fixed Critical Values using the Simulated Method
- Parzen_Over_01_Master - Fixed Critical Values using the Simulated Method
- Parzen_Over_025_Master - Fixed Critical Values using the Simulated Method
- Parzen_Over_05_Master - Fixed Critical Values using the Simulated Method
- Parzen_Over_10_Master - Fixed Critical Values using the Simulated Method
- Parzen_Zero_01_Master - Fixed Critical Values using the Simulated Method
- Parzen_Zero_025_Master - Fixed Critical Values using the Simulated Method
- Parzen_Zero_05_Master - Fixed Critical Values using the Simulated Method
- Parzen_Zero_10_Master - Fixed Critical Values using the Simulated Method
- QS_Mother_01_Master - Fixed Critical Values using the Simulated Method
- QS_Mother_025_Master - Fixed Critical Values using the Simulated Method
- QS_Mother_05_Master - Fixed Critical Values using the Simulated Method
- QS_Mother_10_Master - Fixed Critical Values using the Simulated Method
- QS_Over_01_Master - Fixed Critical Values using the Simulated Method
- QS_Over_025_Master - Fixed Critical Values using the Simulated Method
- QS_Over_05_Master - Fixed Critical Values using the Simulated Method
- QS_Over_10_Master - Fixed Critical Values using the Simulated Method
- QS_Zero_01_Master - Fixed Critical Values using the Simulated Method
- QS_Zero_025_Master - Fixed Critical Values using the Simulated Method
- QS_Zero_05_Master - Fixed Critical Values using the Simulated Method
- QS_Zero_10_Master - Fixed Critical Values using the Simulated Method
- TH_Mother_01_Master - Fixed Critical Values using the Simulated Method
- TH_Mother_025_Master - Fixed Critical Values using the Simulated Method
- TH_Mother_05_Master - Fixed Critical Values using the Simulated Method
- TH_Mother_10_Master - Fixed Critical Values using the Simulated Method
- TH_Over_01_Master - Fixed Critical Values using the Simulated Method
- TH_Over_025_Master - Fixed Critical Values using the Simulated Method
- TH_Over_05_Master - Fixed Critical Values using the Simulated Method
- TH_Over_10_Master - Fixed Critical Values using the Simulated Method
- TH_Zero_01_Master - Fixed Critical Values using the Simulated Method
- TH_Zero_025_Master - Fixed Critical Values using the Simulated Method
- TH_Zero_05_Master - Fixed Critical Values using the Simulated Method
- TH_Zero_10_Master - Fixed Critical Values using the Simulated Method
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:ce09f4c0a1. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 139 | ||
| source / vignettes | OK | 222 | ||
| linux-release-x86_64 | OK | 139 | ||
| wasm-release | OK | 101 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fixed Critical Values using the Fitted Method | fitted_CV |
| Generate Fixed-b Critical Values | generate_cv |
| Automatic Bandwidth Selection | get_b |
| Get Fixed-b Critical Values | get_cv |
| Stream Temperature data | GillStream |
| Kernel Functions for Long-Run Variance Estimation | bartlett kernels parzen qs th |
| Robust Linear Model Inference with Fixed-b Critical Values | robust_lm |
| Fixed Critical Values using the Simulated Method | Bartlett_Mother_01_Master Bartlett_Mother_025_Master Bartlett_Mother_05_Master Bartlett_Mother_10_Master Bartlett_Over_01_Master Bartlett_Over_025_Master Bartlett_Over_05_Master Bartlett_Over_10_Master Bartlett_Zero_01_Master Bartlett_Zero_025_Master Bartlett_Zero_05_Master Bartlett_Zero_10_Master Parzen_Mother_01_Master Parzen_Mother_025_Master Parzen_Mother_05_Master Parzen_Mother_10_Master Parzen_Over_01_Master Parzen_Over_025_Master Parzen_Over_05_Master Parzen_Over_10_Master Parzen_Zero_01_Master Parzen_Zero_025_Master Parzen_Zero_05_Master Parzen_Zero_10_Master QS_Mother_01_Master QS_Mother_025_Master QS_Mother_05_Master QS_Mother_10_Master QS_Over_01_Master QS_Over_025_Master QS_Over_05_Master QS_Over_10_Master QS_Zero_01_Master QS_Zero_025_Master QS_Zero_05_Master QS_Zero_10_Master simulated_CV TH_Mother_01_Master TH_Mother_025_Master TH_Mother_05_Master TH_Mother_10_Master TH_Over_01_Master TH_Over_025_Master TH_Over_05_Master TH_Over_10_Master TH_Zero_01_Master TH_Zero_025_Master TH_Zero_05_Master TH_Zero_10_Master |
