Autocorrelation Robust Testing
Released Dec 27, 2016 by David Preinerstorfer
Functions for testing affine hypotheses on the regression coefficient vector in regression models with autocorrelated errors.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>acrt</artifactId> <version>1.0.1-b22</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.9.2625 on Apr 9, 2018.