Provides functions for computing fixed-b critical values and conducting robust inference procedures for time series data with unknown correlation structures. Implements long-run variance estimators using various kernel functions and lugsail transformations for improved finite-sample properties as described by Kurtz-Garcia and Flegal (2026) <doi:10.48550/arXiv.2606.17369>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5) |
| Imports: | Matrix |
| Suggests: | aTSA, tseries, dplyr, lubridate, lmtest |
| Published: | 2026-06-30 |
| DOI: | 10.32614/CRAN.package.fixedCV (may not be active yet) |
| Author: | Rebecca Kurtz-Garcia [aut, cre], Thomas Robacker [aut] |
| Maintainer: | Rebecca Kurtz-Garcia <rkurtzgarcia at smith.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | fixedCV results |
| Reference manual: | fixedCV.html , fixedCV.pdf |
| Package source: | fixedCV_0.1.0.tar.gz |
| Windows binaries: | r-devel: fixedCV_0.1.0.zip, r-release: not available, r-oldrel: fixedCV_0.1.0.zip |
| macOS binaries: | r-release (arm64): fixedCV_0.1.0.tgz, r-oldrel (arm64): fixedCV_0.1.0.tgz, r-release (x86_64): fixedCV_0.1.0.tgz, r-oldrel (x86_64): fixedCV_0.1.0.tgz |
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