Package: hdthreshold 1.0.0
Georg Keilbar
hdthreshold: Inference on Many Jumps in Nonparametric Panel Regression Models
Provides uniform testing procedures for existence and heterogeneity of threshold effects in high-dimensional nonparametric panel regression models. The package accompanies the paper Chen, Keilbar, Su and Wang (2023) "Inference on many jumps in nonparametric panel regression models". arXiv preprint <doi:10.48550/arXiv.2312.01162>.
Authors:
hdthreshold_1.0.0.tar.gz
hdthreshold_1.0.0.tar.gz(r-4.7-any)hdthreshold_1.0.0.tar.gz(r-4.6-any)
hdthreshold_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
hdthreshold/json (API)
NEWS
| # Install 'hdthreshold' in R: |
| install.packages('hdthreshold', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:6e430ded32. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 110 | ||
| source / vignettes | OK | 198 | ||
| linux-release-x86_64 | OK | 113 | ||
| wasm-release | OK | 97 |
Exports:KMAinf_normalsimulation.derivativesimulation.heterosimulation.pooledsimulation.thresholdsimulation.unknownthreshold.derivative.testthreshold.examplethreshold.heterogeneity.testthreshold.test
Dependencies:clicpp11farverfdrtoolggplot2gluegtableisobandKernSmoothlabelinglifecycleMASSR6RColorBrewerrdrobustrlangS7scalesvctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Uniform kernel function | K |
| Simulate an MA infinity process with algrebraic decay | MAinf_normal |
| Monte Carlo simulation for existence of derivative threshold effects under known threshold location | simulation.derivative |
| Monte Carlo simulation for heterogeneity of threshold effects under known threshold location | simulation.hetero |
| Monte Carlo simulation for pooled test of existence of threshold effects | simulation.pooled |
| Monte Carlo simulation for existence of threshold effects under known threshold location | simulation.threshold |
| Monte Carlo simulation for uniform test of existence of threshold effects under unknown threshold location | simulation.unknown |
| Uniform test for existence of derivative threshold effects | threshold.derivative.test |
| Simulate an example data frame | threshold.example |
| Uniform test for heterogeneity of threshold effects | threshold.heterogeneity.test |
| Uniform test for existence of threshold effects | threshold.test |