Package: HTDV 0.2.0

Jose Mauricio Gomez Julian

HTDV: Hypothesis Testing for Dependent Variables with Unbalanced Data

Implements hierarchical Bayesian inference, robust frequentist inference, and distribution-free inference for dependent and unbalanced data under strong-mixing conditions. Supports triangular-array, weighted-sum and mixingale convergence regimes with Whittle and composite likelihoods, heteroskedasticity-and-autocorrelation-consistent variance estimation, block bootstrap with automatic block length, fixed-bandwidth HAR inference, adaptive conformal prediction, Bayesian decision under Region of Practical Equivalence, bridge-sampling Bayes factors, and predictive comparison via the Widely Applicable Information Criterion and leave-future-out cross-validation. Methods follow Andrews (1991) <doi:10.2307/2938229>, Kiefer and Vogelsang (2005) <doi:10.1017/S0266466605050565>, Patton, Politis and White (2009) <doi:10.1080/07474930802459016>, Vehtari, Gelman and Gabry (2017) <doi:10.1007/s11222-016-9696-4>, Kruschke (2018) <doi:10.1177/2515245918771304>, and Gibbs and Candes (2021) <doi:10.48550/arXiv.2106.00170>.

Authors:Jose Mauricio Gomez Julian [aut, cre]

HTDV_0.2.0.tar.gz
HTDV_0.2.0.zip(r-4.7-any)HTDV_0.2.0.zip(r-4.6-any)HTDV_0.2.0.zip(r-4.5-any)
HTDV_0.2.0.tgz(r-4.6-any)HTDV_0.2.0.tgz(r-4.5-any)
HTDV_0.2.0.tar.gz(r-4.7-any)HTDV_0.2.0.tar.gz(r-4.6-any)
HTDV_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
HTDV/json (API)

# Install 'HTDV' in R:
install.packages('HTDV', repos = c('https://isadorenabi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/isadorenabi/htdv/issues

Datasets:

On CRAN:

Conda:

bayesian-statisticshypothesis-testing

4.30 score 7 scripts 313 downloads 22 exports 47 dependencies

Last updated from:f1d4b27340. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK148
source / vignettesOK209
linux-releaseOK151
macos-releaseOK114
macos-oldrelOK124
windows-develOK105
windows-releaseOK118
windows-oldrelOK130
wasm-releaseOK137

Exports:htdv_bfhtdv_boothtdv_compositehtdv_conformalhtdv_diagnosticshtdv_envelopehtdv_equivalence_constantshtdv_fithtdv_fixedbhtdv_lrvhtdv_mpchtdv_ppchtdv_ropehtdv_simstudyhtdv_simstudy_summaryhtdv_simstudy_warningshtdv_stackhtdv_summaryhtdv_tachtdv_waic_lfohtdv_whittlehtdv_wsc

Dependencies:abindbackportsBHcallrcheckmateclicpp11descdistributionalfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglifecycleloomagrittrmatrixStatsnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanS7scalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr

HTDV — Empirical and Simulation Validation
Purpose | 1. Factorial simulation study | 1.1. Empirical size: the calibration story | 1.2. Coverage (sign-corrected) | 1.3. HMC diagnostics | 1.4. Pre-registered benchmark verdicts | 1.5. Reproducing the simulation | 2. Empirical benchmarks | 2.1. The persistence ladder | 2.2. Practical guidance | 3. Reproducing the empirical benchmarks | References
Rendered fromHTDV-validation.Rmdusingknitr::rmarkdown

Last update: 2026-04-28
Started: 2026-04-28

Introduction to HTDV
Overview | Quick start: long-run variance and fixed-b HAR | Block bootstrap | Adaptive conformal | Hierarchical Bayesian fit | Envelope across likelihoods | Decision: ROPE, Bayes factor, stacking | Explicit equivalence constants | References
Rendered fromHTDV-intro.Rmdusingknitr::rmarkdown

Last update: 2026-04-28
Started: 2026-04-28