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)
- Version0.1.0
- R version≥ 2.10
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release08/08/2023
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Team
Marina Khismatullina
Michael Vogt
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- Depends1 package
- Imports5 packages
- Suggests2 packages
- Linking To1 package