CRAN/E | SpeTestNP

SpeTestNP

Non-Parametric Tests of Parametric Specifications

Installation

About

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) and J.X. Zheng (1996) doi:10.1016/0304-4076(95)01760-7.

github.com/HippolyteBoucher/SpeTestNP

Key Metrics

Version 1.1.0
Published 2022-10-28 404 days ago
Needs compilation? yes
License GPL-2
CRAN checks SpeTestNP results
Language en-US

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Maintainer

Maintainer

Hippolyte Boucher

Hippolyte.Boucher@outlook.com

Authors

Hippolyte Boucher

aut / cre

Pascal Lavergne

aut

Material

NEWS
Reference manual
Package source

Vignettes

Nonparametric Specification Testing with SpeTestNP

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

stats
foreach
parallel
doParallel

Suggests

knitr
rmarkdown
AER