nse

MaRDI QIDQ40876swMATHCRANFDO

Authors David Ardia, Keven Bluteau

Last update 10 November 2022

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.21

Official website https://cran.r-project.org/web/packages/nse/index.html

Source code repository https://github.com/cran/nse

Cites work

• Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
• nse: Computation of Numerical Standard Errors in R

Described by source

• Methods for computing numerical standard errors: review and application to value-at-risk estimation

Cited in

(1)

• BayesianFactorZoo

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