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MSinference

Multiscale Inference for Nonparametric Time Trend(s)

v0.2.1 · Aug 21, 2024 · GPL (>= 2)

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.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

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Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/MSinference.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp Rdpack foreach doParallel MSinference

Version History

4 tracked
new 0.2.1 Mar 10, 2026
updated 0.2.1 ← 0.1.0 diff Aug 20, 2024
updated 0.1.0 ← 0.0.9 diff Aug 7, 2023
new 0.0.9 Jan 22, 2023