Package: LSEbootLS 0.1.0

LSEbootLS: Bootstrap Methods for Regression Models with Locally Stationary Errors

Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis. The methodology is based on the approach described in Ferreira et al. (2020), allowing errors to be locally approximated by stationary processes.

Authors:Guillermo Ferreira [aut], Joel Muñoz [aut], Nicolas Loyola [aut, cre]

LSEbootLS_0.1.0.tar.gz
LSEbootLS_0.1.0.zip(r-4.5)LSEbootLS_0.1.0.zip(r-4.4)LSEbootLS_0.1.0.zip(r-4.3)
LSEbootLS_0.1.0.tgz(r-4.5-any)LSEbootLS_0.1.0.tgz(r-4.4-any)LSEbootLS_0.1.0.tgz(r-4.3-any)
LSEbootLS_0.1.0.tar.gz(r-4.5-noble)LSEbootLS_0.1.0.tar.gz(r-4.4-noble)
LSEbootLS_0.1.0.tgz(r-4.4-emscripten)LSEbootLS_0.1.0.tgz(r-4.3-emscripten)
LSEbootLS.pdf |LSEbootLS.html
LSEbootLS/json (API)

# Install 'LSEbootLS' in R:
install.packages('LSEbootLS', repos = c('https://nicolas-udec.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/nicolas-udec/lsebootls/issues

Datasets:
  • USinf - US Monthly Inflation Data

On CRAN:

Conda:

2.70 score 1 scripts 135 downloads 3 exports 40 dependencies

Last updated 9 months agofrom:7074dafe8c. Checks:1 OK, 8 ERROR. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 29 2025
R-4.5-winERRORMar 29 2025
R-4.5-macERRORMar 29 2025
R-4.5-linuxERRORMar 29 2025
R-4.4-winERRORMar 29 2025
R-4.4-macERRORMar 29 2025
R-4.4-linuxERRORMar 29 2025
R-4.3-winERRORMar 29 2025
R-4.3-macERRORMar 29 2025

Exports:applicationCoveragelongmemoryCoverageshortmemory

Dependencies:clicodetoolscolorspacedigestdoParalleldoRNGfansifarverforeachggplot2gluegtableisobanditeratorslabelinglatticelifecycleLSTSmagrittrMASSMatrixmgcvmunsellnlmepatchworkpillarpkgconfigR6rbibutilsRColorBrewerRdpackrlangrlecuyerrngtoolsscalestibbleutf8vctrsviridisLitewithr