Package: mlrv
Type: Package
Title: Long-Run Variance Estimation in Time Series Regression
Version: 0.1.2
Authors@R: c(person(given = "Lujia", 
         family = "Bai",
         role = c("aut", "cre"), 
         email = "bailujia98@gmail.com"), person(given = "Weichi",
       family = "Wu",
       role = c("ctb"),
       email = "wuweichi@mail.tsinghua.edu.cn"))
Description: Plug-in and difference-based long-run covariance matrix estimation for time series regression. Two applications of hypothesis testing are also provided. The first one is for testing for structural stability in coefficient functions. The second one is aimed at detecting long memory in time series regression. Lujia Bai and Weichi Wu (2024)<doi:10.3150/23-BEJ1680> Zhou Zhou and Wei Biao Wu(2010)<doi:10.1111/j.1467-9868.2010.00743.x> Jianqing Fan and Wenyang Zhang<doi:10.1214/aos/1017939139> Lujia Bai and Weichi Wu(2024)<doi:10.1093/biomet/asae013> Dimitris N. Politis, Joseph P. Romano, Michael Wolf(1999)<doi:10.1007/978-1-4612-1554-7> Weichi Wu and Zhou Zhou(2018)<doi:10.1214/17-AOS1582>.
License: MIT + file LICENSE
Depends: R (>= 3.6.0)
Encoding: UTF-8
LazyData: true
Imports: Rcpp, numDeriv, magrittr, foreach, doParallel, RcppArmadillo,
        mathjaxr, xtable, stats
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.2
Suggests: knitr, rmarkdown, spelling, testthat (>= 3.0.0)
VignetteBuilder: knitr
RdMacros: mathjaxr
Config/testthat/edition: 3
Language: en-US
NeedsCompilation: yes
Packaged: 2026-04-02 14:14:53 UTC; hornik
Author: Lujia Bai [aut, cre],
  Weichi Wu [ctb]
Maintainer: Lujia Bai <bailujia98@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-02 16:31:23
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 04:14:25 UTC; unix
Archs: mlrv.so.dSYM
