nse: Numerical Standard Errors Computation in R

Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) <doi:10.2139/ssrn.2741587> and Ardia and Bluteau (2017) <doi:10.21105/joss.00172>.

Getting started

Package details

AuthorDavid Ardia [aut], Keven Bluteau [aut, cre]
MaintainerKeven Bluteau <[email protected]>
LicenseGPL (>= 2)
URL https://github.com/keblu/nse
Package repositoryView on CRAN
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nse documentation built on May 2, 2019, 9:25 a.m.