nse1.22 package

Numerical Standard Errors Computation in R

nse.andrews

Andrews estimator

nse.boot

Bootstrap estimator

nse.cos

Long-run variance estimation using low-frequency cosine series.

nse.geyer

Geyer estimator

nse.hiruk

Hirukawa estimator

nse.nw

Newey-West estimator

nse

nse: Computation of numerical standard errors in R

nse.spec0

Spectral density at zero estimator

Download source packageRead PDF manual

Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) <doi:10.1515/jtse-2017-0011> and Ardia and Bluteau (2017) <doi:10.21105/joss.00172>.

  • Maintainer: Keven Bluteau
  • License: GPL (>= 2)
  • Last published: 2026-02-08 23:30:02 UTC

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