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README.md
In hcci: Interval Estimation of Linear Models with Heteroskedasticity
hcci: Interval estimation for the parameters of linear models with heteroskedasticity (Wild Bootstrap)
See package website: https://prdm0.github.io/hcci/.
This package calculates the interval estimates for the parameters of linear models heteroscedastic regression using bootstrap - (Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is also possible to calculate confidence intervals using the percentile bootstrap and percentile bootstrap double. It is possible to calculate consistent estimates of the covariance matrix of the parameters of linear regression models with heteroskedasticity of unknown form. The package also provides function to calculate consistently the covariance matrix of the parameters of linear models with heteroskedasticity of unknown form.
Installation
install.packages("hcci")
A package manual may be found at: https://cran.r-project.org/web/packages/hcci/hcci.pdf. The versions of the hcci package are separated by tags.
CRAN Project: https://CRAN.R-project.org/package=hcci.
Try the hcci package in your browser
Any scripts or data that you put into this service are public.
hcci documentation built on May 29, 2024, 5:37 a.m.
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hcci: Interval estimation for the parameters of linear models with heteroskedasticity (Wild Bootstrap)
See package website: https://prdm0.github.io/hcci/.
This package calculates the interval estimates for the parameters of linear models heteroscedastic regression using bootstrap - (Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is also possible to calculate confidence intervals using the percentile bootstrap and percentile bootstrap double. It is possible to calculate consistent estimates of the covariance matrix of the parameters of linear regression models with heteroskedasticity of unknown form. The package also provides function to calculate consistently the covariance matrix of the parameters of linear models with heteroskedasticity of unknown form.
Installation
install.packages("hcci")
A package manual may be found at: https://cran.r-project.org/web/packages/hcci/hcci.pdf. The versions of the hcci package are separated by tags.
CRAN Project: https://CRAN.R-project.org/package=hcci.
Try the hcci package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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