fixedCV
Fixed-b Critical Values for Robust Inference with Time Series Data
Provides functions for computing fixed-b critical values and conducting robust inference procedures for time series data with unknown correlation structures. Implements long-run variance estimators using various kernel functions and lugsail transformations for improved finite-sample properties as described by Kurtz-Garcia and Flegal (2026) <doi:10.48550/arXiv.2606.17369>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | fixedCV_0.1.0.tar.gz |
727.1 KiB |
0.1.0 |
rolling linux/noble R-4.5 | fixedCV_0.1.0.tar.gz |
727.0 KiB |
0.1.0 |
rolling source/ R- | fixedCV_0.1.0.tar.gz |
683.4 KiB |
0.1.0 |
latest linux/jammy R-4.5 | fixedCV_0.1.0.tar.gz |
727.1 KiB |
0.1.0 |
latest linux/noble R-4.5 | fixedCV_0.1.0.tar.gz |
727.0 KiB |
0.1.0 |
latest source/ R- | fixedCV_0.1.0.tar.gz |
683.4 KiB |
0.1.0 |
2026-04-23 source/ R- | fixedCV_0.1.0.tar.gz |
0 B |