Package: ivx 1.1.1

ivx: Robust Econometric Inference

Drawing statistical inference on the coefficients of a short- or long-horizon predictive regression with persistent regressors by using the IVX method of Magdalinos and Phillips (2009) <doi:10.1017/S0266466608090154> and Kostakis, Magdalinos and Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.

Authors:Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut]

ivx_1.1.1.tar.gz
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ivx_1.1.1.tgz(r-4.6-x86_64)ivx_1.1.1.tgz(r-4.6-arm64)ivx_1.1.1.tgz(r-4.5-x86_64)ivx_1.1.1.tgz(r-4.5-arm64)
ivx_1.1.1.tar.gz(r-4.7-arm64)ivx_1.1.1.tar.gz(r-4.7-x86_64)ivx_1.1.1.tar.gz(r-4.6-arm64)ivx_1.1.1.tar.gz(r-4.6-x86_64)
ivx_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ivx/json (API)
NEWS

# Install 'ivx' in R:
install.packages('ivx', repos = c('https://kvasilopoulos.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kvasilopoulos/ivx/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

inferenceivxlocal-to-unitypredictive-regressionsopenblascpp

3.93 score 17 stars 10 scripts 221 downloads 12 exports 2 dependencies

Last updated from:ca95b4c02d. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK153
linux-devel-x86_64OK141
source / vignettesOK191
linux-release-arm64OK134
linux-release-x86_64OK162
macos-release-arm64OK110
macos-release-x86_64OK191
macos-oldrel-arm64OK135
macos-oldrel-x86_64OK353
windows-develOK128
windows-releaseOK126
windows-oldrelOK124
wasm-releaseOK116

Exports:ac_testac_test_bgac_test_bpac_test_lbac_test_walddeltaextract.ivxextract.ivx_arivxivx_arivx_ar_fitivx_fit

Dependencies:RcppRcppArmadillo