Package: MSinference
Type: Package
Title: Multiscale Inference for Nonparametric Time Trend(s)
Version: 0.2.1
Date: 2024-08-20
Authors@R: c(person("Marina", "Khismatullina", email = "khismatullina@ese.eur.nl",
  role = c("aut", "cre")),
  person("Michael", "Vogt", email = "m.vogt@uni-ulm.de", role = "aut"))
Maintainer: Marina Khismatullina <khismatullina@ese.eur.nl>
Description: 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.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.9), Rdpack, foreach, parallel, doParallel
RdMacros: Rdpack
LinkingTo: Rcpp
RoxygenNote: 7.3.2
Encoding: UTF-8
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Depends: R (>= 2.10)
LazyData: true
NeedsCompilation: yes
Packaged: 2024-08-20 22:55:26 UTC; missius
Author: Marina Khismatullina [aut, cre],
  Michael Vogt [aut]
Repository: CRAN
Date/Publication: 2024-08-21 09:30:05 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 04:17:00 UTC; unix
Archs: MSinference.so.dSYM
