Package: mlrv
Type: Package
Title: Long-Run Variance Estimation in Time Series Regression
Version: 0.1.2
Authors@R: c(person(given = "Lujia", 
         family = "Bai",
         role = c("aut", "cre"), 
         email = "bailujia98@gmail.com"), person(given = "Weichi",
       family = "Wu",
       role = c("ctb"),
       email = "wuweichi@mail.tsinghua.edu.cn"))
Description: Plug-in and difference-based long-run covariance matrix
        estimation for time series regression. Two applications of
        hypothesis testing are also provided. The first one is for
        testing for structural stability in coefficient functions. The
        second one is aimed at detecting long memory in time series
        regression. Lujia Bai and Weichi Wu
        (2024)<doi:10.3150/23-BEJ1680> Zhou Zhou and Wei Biao
        Wu(2010)<doi:10.1111/j.1467-9868.2010.00743.x> Jianqing Fan and
        Wenyang Zhang<doi:10.1214/aos/1017939139> Lujia Bai and Weichi
        Wu(2024)<doi:10.1093/biomet/asae013> Dimitris N. Politis,
        Joseph P. Romano, Michael
        Wolf(1999)<doi:10.1007/978-1-4612-1554-7> Weichi Wu and Zhou
        Zhou(2018)<doi:10.1214/17-AOS1582>.
License: MIT + file LICENSE
Depends: R (>= 3.6.0)
Encoding: UTF-8
LazyData: true
Imports: Rcpp, numDeriv, magrittr, foreach, doParallel, RcppArmadillo,
        mathjaxr, xtable, stats
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.2
Suggests: knitr, rmarkdown, spelling, testthat (>= 3.0.0)
VignetteBuilder: knitr
RdMacros: mathjaxr
Config/testthat/edition: 3
Language: en-US
NeedsCompilation: yes
Packaged: 2026-07-04 19:07:10 UTC; root
Author: Lujia Bai [aut, cre], Weichi Wu [ctb]
Maintainer: Lujia Bai <bailujia98@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2024-07-31 02:28:27 UTC
RemoteUrl: https://github.com/cran/mlrv
RemoteRef: HEAD
RemoteSha: b1d285309f49d5fe064ee67a3fdb90a718df64c3