HTDV
0.2.0Hypothesis Testing for Dependent Variables with Unbalanced Data
Overview
Implements hierarchical Bayesian inference, robust frequentist inference, and distribution-free inference for dependent and unbalanced data under strong-mixing conditions. Supports triangular-array, weighted-sum and mixingale convergence regimes with Whittle and composite likelihoods, heteroskedasticity-and-autocorrelation-consistent variance estimation, block bootstrap with automatic block length, fixed-bandwidth HAR inference, adaptive conformal prediction, Bayesian decision under Region of Practical Equivalence, bridge-sampling Bayes factors, and predictive comparison via the Widely Applicable Information Criterion and leave-future-out cross-validation. Methods follow Andrews (1991) doi:10.2307/2938229, Kiefer and Vogelsang (2005) doi:10.1017/S0266466605050565, Patton, Politis and White (2009) doi:10.1080/07474930802459016, Vehtari, Gelman and Gabry (2017) doi:10.1007/s11222-016-9696-4, Kruschke (2018) doi:10.1177/2515245918771304, and Gibbs and Candes (2021) doi:10.48550/arXiv.2106.00170.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-037 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 42%
- Documented parameters
- 98%
- Return-value docs
- 100%
- References docs
- 59%
Downloads
Repository
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Repository practices
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Checks run against github.com/isadorenabi/htdv on 2026-08-16.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.2.0Latest2026-05-02 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-02
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 54 KB / 2 files
- Download size
- 124 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("HTDV")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
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