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>.

Version: 0.2.0
Depends: R (≥ 4.1.0)
Imports: rstan (≥ 2.26.0), stats, parallel
Suggests: bayesplot, bridgesampling, knitr, loo, posterior, readxl, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-05-02
DOI: 10.32614/CRAN.package.HTDV (may not be active yet)
Author: Jose Mauricio Gomez Julian ORCID iD [aut, cre]
Maintainer: Jose Mauricio Gomez Julian <isadorenabi at pm.me>
BugReports: https://github.com/IsadoreNabi/HTDV/issues
License: MIT + file LICENSE
URL: https://github.com/IsadoreNabi/HTDV
NeedsCompilation: no
Citation: HTDV citation info
Materials: README, NEWS
CRAN checks: HTDV results

Documentation:

Reference manual: HTDV.html , HTDV.pdf
Vignettes: Introduction to HTDV (source, R code)
HTDV — Empirical and Simulation Validation (source, R code)

Downloads:

Package source: HTDV_0.2.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): HTDV_0.2.0.tgz, r-oldrel (arm64): HTDV_0.2.0.tgz, r-release (x86_64): HTDV_0.2.0.tgz, r-oldrel (x86_64): HTDV_0.2.0.tgz

Linking:

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