Other packages > Find by keyword >

mlrv  

Long-Run Variance Estimation in Time Series Regression
View on CRAN: Click here


Download and install mlrv package within the R console
Install from CRAN:
install.packages("mlrv")

Install from Github:
library("remotes")
install_github("cran/mlrv")

Install by package version:
library("remotes")
install_version("mlrv", "0.1.2")



Attach the package and use:
library("mlrv")
Maintained by
Lujia Bai
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-11-08
Latest Update: 2024-07-30
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.
How to cite:
Lujia Bai (2023). mlrv: Long-Run Variance Estimation in Time Series Regression. R package version 0.1.2, https://cran.r-project.org/web/packages/mlrv. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:31), 0.1.0 (2023-11-08 20:30), 0.1.1 (2024-01-09 00:10)
Other packages that cited mlrv R package
View mlrv citation profile
Other R packages that mlrv depends, imports, suggests or enhances
Complete documentation for mlrv
Functions, R codes and Examples using the mlrv R package
Some associated functions: Heter_LRV . LocLinear . MV_critical . MV_critical_cp . MV_ise_heter_critical . Qct_reg . Qt_data . bregress2 . gcv_cov . heter_covariate . heter_gradient . hk_data . loc_constant . lrv_measure . mlrv-package . rule_of_thumb . sim_T . 
Some associated R codes: DGP.R . RcppExports.R . Test_statistics.R . mlrv-package.R .  Full mlrv package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

clinUtils  
General Utility Functions for Analysis of Clinical Data
Utility functions to facilitate the import, the reporting and analysis of clinical data. Example ...
Download / Learn more Package Citations See dependency  
RCytoGPS  
Using Cytogenetics Data in R
Defines classes and methods to process text-based cytogenetics using the CytoGPS web site, then imp ...
Download / Learn more Package Citations See dependency  
ncodeR  
Techniques for Automated Classifiers
A set of techniques that can be used to develop, validate, and implement automated classifiers. A po ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
leafgl  
High-Performance 'WebGl' Rendering for Package 'leaflet'
Provides bindings to the 'Leaflet.glify' JavaScript library which extends the 'leaflet' JavaScript l ...
Download / Learn more Package Citations See dependency  
PCADSC  
Tools for Principal Component Analysis-Based Data Structure Comparisons
A suite of non-parametric, visual tools for assessing differences in data structures for two datase ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA