Affine-Equivariant Adjusted-Range Self-Normalization for
Time-Series Inference
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Documentation for package ‘aersn’ version 0.2.3
Help Pages
| aersn | Adjusted-range self-normalized inference from an estimate and its influence contributions |
| aersn_clear_cache | Clear the session cache of reference distributions |
| aersn_compare | Compare inference methods on one estimate |
| aersn_contains | Membership test for a confidence region |
| aersn_contrast | Simultaneous intervals for linear contrasts |
| aersn_critical_value | Query a reference distribution |
| aersn_ewc_lrv | Equal-weighted cosine (EWC) covariance estimate |
| aersn_fixed_b_normalizer | Bartlett fixed-b normalizer |
| aersn_gauge | Gauge of an increment hull, or the adjusted-range statistic |
| aersn_gauge.aersn | Gauge of an increment hull, or the adjusted-range statistic |
| aersn_gauge.aersn_hull | Gauge of an increment hull, or the adjusted-range statistic |
| aersn_gauge.aersn_region | Gauge of an increment hull, or the adjusted-range statistic |
| aersn_gmm | Smooth generalized method of moments |
| aersn_hac_lrv | HAC long-run covariance estimate |
| aersn_hull | Increment-hull self-normalizer |
| aersn_hull_normalizer | Hull normalizer |
| aersn_ldl | LDL factorization of a symmetric positive-definite matrix |
| aersn_ldl_normalizer | Componentwise adjusted-range normalizer after LDL partial prewhitening |
| aersn_lm | Linear regression by ordinary least squares |
| aersn_mcse | Query a reference distribution |
| aersn_mean | Sample mean of a scalar or vector time series |
| aersn_methods | Method identifiers |
| aersn_mle | Conditional likelihood scores |
| aersn_normalizer | Construct the normalizer used by an inference method |
| aersn_opg_profile | Feasible variance-accumulation profile from score outer products |
| aersn_parametric_reference | Parametric reference law for a Wald statistic |
| aersn_path | Centered influence path |
| aersn_profile | Variance-accumulation profile on the observation grid |
| aersn_projection | Two-dimensional projections and slices of a confidence region |
| aersn_pvalue | Query a reference distribution |
| aersn_reference | Reference distribution of a self-normalized statistic |
| aersn_region | Joint confidence region |
| aersn_registry | Verified matched-grid critical values from the manuscript replication package |
| aersn_scalar_cdf | Closed-form scalar adjusted-range reference law |
| aersn_scalar_density | Closed-form scalar adjusted-range reference law |
| aersn_scalar_quantile | Closed-form scalar adjusted-range reference law |
| aersn_shao_normalizer | Quadratic self-normalizer |
| aersn_slice | Two-dimensional projections and slices of a confidence region |
| aersn_support | Support function of an increment hull or confidence region |
| aersn_support.aersn_hull | Support function of an increment hull or confidence region |
| aersn_support.aersn_region | Support function of an increment hull or confidence region |
| aersn_table_reference | Build a reference object from tabulated quantiles |
| aersn_target | Transform the target parameter |
| aersn_test | Point-null test with the increment-hull gauge |
| aersn_vertices | Vertices of a two-dimensional confidence region |
| confint.aersn | Confidence intervals from the increment hull |
| plot.aersn_region | Plot a confidence region |
| quantile.aersn_reference | Query a reference distribution |
| reference-queries | Query a reference distribution |