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) doi:10.1111/rssb.12347, Khismatullina and Vogt (2022) doi:10.48550/arXiv.2209.10841 and Khismatullina and Vogt (2023) doi:10.1016/j.jeconom.2021.04.010 for more details on theory and applications.
- Version0.2.1
- R version≥ 2.10
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release08/21/2024
Documentation
Team
Marina Khismatullina
Michael Vogt
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Last 30 days
This package has been downloaded 226 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.
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Last 365 days
This package has been downloaded 1,808 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Aug 31, 2024 with 36 downloads.
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Dependencies
- Imports4 packages
- Suggests2 packages
- Linking To1 package