Package: SpeTestNP 1.1.0

SpeTestNP: Non-Parametric Tests of Parametric Specifications

Performs non-parametric tests of parametric specifications. Five tests are available. Specific bandwidth and kernel methods can be chosen along with many other options. Allows parallel computing to quickly compute p-values based on the bootstrap. Methods implemented in the package are H.J. Bierens (1982) <doi:10.1016/0304-4076(82)90105-1>, J.C. Escanciano (2006) <doi:10.1017/S0266466606060506>, P.L. Gozalo (1997) <doi:10.1016/S0304-4076(97)86571-2>, P. Lavergne and V. Patilea (2008) <doi:10.1016/j.jeconom.2007.08.014>, P. Lavergne and V. Patilea (2012) <doi:10.1198/jbes.2011.07152>, J.H. Stock and M.W. Watson (2006) <doi:10.1111/j.1538-4616.2007.00014.x>, C.F.J. Wu (1986) <doi:10.1214/aos/1176350142>, J. Yin, Z. Geng, R. Li, H. Wang (2010) <https://www.jstor.org/stable/24309002> and J.X. Zheng (1996) <doi:10.1016/0304-4076(95)01760-7>.

Authors:Hippolyte Boucher [aut, cre], Pascal Lavergne [aut]

SpeTestNP_1.1.0.tar.gz
SpeTestNP_1.1.0.zip(r-4.5)SpeTestNP_1.1.0.zip(r-4.4)SpeTestNP_1.1.0.zip(r-4.3)
SpeTestNP_1.1.0.tgz(r-4.4-any)SpeTestNP_1.1.0.tgz(r-4.3-any)
SpeTestNP_1.1.0.tar.gz(r-4.5-noble)SpeTestNP_1.1.0.tar.gz(r-4.4-noble)
SpeTestNP_1.1.0.tgz(r-4.4-emscripten)SpeTestNP_1.1.0.tgz(r-4.3-emscripten)
SpeTestNP.pdf |SpeTestNP.html
SpeTestNP/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/hippolyteboucher/spetestnp/issues

On CRAN:

3.70 score 2 scripts 122 downloads 5 exports 4 dependencies

Last updated 2 years agofrom:12f7f4d83c. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 18 2024
R-4.5-winOKOct 18 2024
R-4.5-linuxOKOct 18 2024
R-4.4-winOKOct 18 2024
R-4.4-macOKOct 18 2024
R-4.3-winOKOct 18 2024
R-4.3-macOKOct 18 2024

Exports:print.STNPSpeTestSpeTest_DistSpeTest_Statsummary.STNP

Dependencies:codetoolsdoParallelforeachiterators

Nonparametric Specification Testing with SpeTestNP

Rendered fromSpeTestNP.Rmdusingknitr::rmarkdownon Oct 18 2024.

Last update: 2022-10-24
Started: 2022-10-04