Introduction | Testing for a parametric specification | Model | Tests principle | Bierens (1982) | Zheng (1996) | Escanciano (2006) | Lavergne and Patilea (2008) | Lavergne and Patilea (2012) | Test statistics | Normalization | Rejection rules | Validity, consistency and power properties | Using SpeTestNP | Installation | Testing with SpeTestNP | Arguments description and additional features | Illustration | References
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:
SpeTestNP_1.1.0.tar.gz
SpeTestNP_1.1.0.zip(r-4.7-any)SpeTestNP_1.1.0.zip(r-4.6-any)SpeTestNP_1.1.0.zip(r-4.5-any)
SpeTestNP_1.1.0.tgz(r-4.6-any)SpeTestNP_1.1.0.tgz(r-4.5-any)
SpeTestNP_1.1.0.tar.gz(r-4.7-any)SpeTestNP_1.1.0.tar.gz(r-4.6-any)
SpeTestNP_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SpeTestNP/json (API)
| # Install 'SpeTestNP' in R: |
| install.packages('SpeTestNP', repos = c('https://hippolyteboucher.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hippolyteboucher/spetestnp/issues
Last updated from:12f7f4d83c. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 138 | ||
| source / vignettes | OK | 317 | ||
| linux-release-x86_64 | OK | 136 | ||
| macos-release-arm64 | OK | 150 | ||
| macos-oldrel-arm64 | OK | 155 | ||
| windows-devel-x86_64 | OK | 87 | ||
| windows-release-x86_64 | OK | 79 | ||
| windows-oldrel-x86_64 | OK | 71 | ||
| wasm-release | OK | 118 |
Exports:print.STNPSpeTestSpeTest_DistSpeTest_Statsummary.STNP
Dependencies:codetoolsdoParallelforeachiterators
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Print a specification test 'STNP' object | print.STNP |
| Nonparametric specification test | SpeTest |
| Nonparametric specification test statistic distribution | SpeTest_Dist |
| Nonparametric specification test statistic | SpeTest_Stat |
| Summarize a specification test 'STNP' object | summary.STNP |