SIMle (version 0.1.0)

Estimation and Inference for General Time Series Regression

Description

We provide functions for estimation and inference of nonlinear and non-stationary time series regression using the sieve methods and bootstrapping procedure.

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Version

Install

install.packages('SIMle')

Monthly Downloads

146

Version

0.1.0

License

MIT + file LICENSE

Maintainer

Xiucai Ding

Last Published

October 10th, 2023

Functions in SIMle (0.1.0)

homo.test

User-specified time-homogeneity test

fix.fit

User-specified estimation of nonlinear time series regression

auto.fit

Automated estimation of nonlinear time series regression

auto.homo.test

Automated time-homogeneity test

auto.sep.test

Automated separability test

cv.res

Cross validation result by specific criteria

bs.gene.trans

Generate Mapping Basis

exact.test

Exact form test

bs.plot.trans

Plots of mapping basis

cv.plot

Visualization of the cross-validation results

scr.plot

Visualization of simultaneous confidence region (SCR)

sep.test

User-specified separability test

auto.SCR

Automated creation of a Simultaneous Confidence Region (SCR) for the estimated function

fit.plot

Visualization of estimation

auto.exact.test

Automated exact form test

fix.SCR

User-specified creation of a Simultaneous Confidence Region (SCR) for the estimated function

series.predict

Predicting time series with 1 step

test.plot

Visulization of Simultaneous Confidence Region(SCR) for test result