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CRAN: Package LSEbootLS

LSEbootLS: Bootstrap Methods for Regression Models with Locally Stationary Errors

Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis.

Version: 0.1.0 Depends: doParallel, R (≥ 2.10) Imports: foreach, doRNG, stats, parallel, LSTS, tibble, iterators, rlecuyer Suggests: testthat (≥ 3.0.0) Published: 2024-07-01 DOI: 10.32614/CRAN.package.LSEbootLS Author: Guillermo Ferreira [aut], Joel Muñoz [aut], Nicolas Loyola [aut, cre] Maintainer: Nicolas Loyola <nloyola2016 at udec.cl> License: GPL (≥ 3) NeedsCompilation: no Citation: LSEbootLS citation info CRAN checks: LSEbootLS results Documentation: Downloads: Linking:

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