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.2021.04.010> for more details on theory and applications.

Version: 0.0.9
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.9), Rdpack, foreach, parallel, doParallel
LinkingTo: Rcpp
Suggests: knitr, rmarkdown
Published: 2023-01-23
Author: Marina Khismatullina [aut, cre], Michael Vogt [aut]
Maintainer: Marina Khismatullina <khismatullina at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: MSinference results


Reference manual: MSinference.pdf
Vignettes: MSinference package


Package source: MSinference_0.0.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): MSinference_0.0.9.tgz, r-oldrel (arm64): MSinference_0.0.9.tgz, r-release (x86_64): MSinference_0.0.9.tgz, r-oldrel (x86_64): MSinference_0.0.9.tgz


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