Multiscale Inference for Nonparametric Time Trend(s) [R package MSinference version 0.2.1]

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年04月01日0> for more details on theory and applications.

Version: 0.2.1

Depends: R (≥ 2.10)

Imports: Rcpp (≥ 1.0.9), Rdpack, foreach, parallel, doParallel

LinkingTo: Rcpp

Suggests: knitr, rmarkdown

Published: 2024年08月21日

DOI: 10.32614/CRAN.package.MSinference

Author: Marina Khismatullina [aut, cre], Michael Vogt [aut]

Maintainer: Marina Khismatullina <khismatullina at ese.eur.nl>

License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

NeedsCompilation: yes

CRAN checks: MSinference results