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-4.5-noble)hdthreshold_1.0.0.tar.gz(r-4.4-noble)
hdthreshold_1.0.0.tgz(r-4.4-emscripten)hdthreshold_1.0.0.tgz(r-4.3-emscripten)
hdthreshold.pdf |hdthreshold.html✨
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 5 hours agofrom:6e430ded32. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 23 2024 |
| R-4.5-linux | OK | Dec 23 2024 |
Exports:KMAinf_normalsimulation.derivativesimulation.heterosimulation.pooledsimulation.thresholdsimulation.unknownthreshold.derivative.testthreshold.examplethreshold.heterogeneity.testthreshold.test
Dependencies:clicolorspacefansifarverfdrtoolggplot2gluegtableisobandKernSmoothlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrdrobustrlangscalestibbleutf8vctrsviridisLitewithr
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 |