Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2016) and Ardia and Bluteau (2017) .

Documentation

Manual: nse.pdf
Vignette: None available.

Maintainer: Keven Bluteau <Keven.Bluteau at unine.ch>

Author(s): David Ardia*, Keven Bluteau*

Install package and any missing dependencies by running this line in your R console:

install.packages("nse")

Depends
Imports Rcpp(>=0.12.0), coda, mcmc, np, sandwich, sapa, mcmcse
Suggests testthat
Enhances
Linking to Rcpp
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Package nse
Materials
URL https://github.com/keblu/nse
Task Views
Version 1-00.17
Published 2017-02-08
License GPL (>= 2)
BugReports https://github.com/keblu/nse/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks nse check results
Package source nse_1-00.17.tar.gz