Package: DPTM 1.6.0

Bai Hujie

DPTM: Dynamic Panel Multiple Threshold Model with Fixed Effects

Compute the fixed effects dynamic panel threshold model suggested by Ramírez-Rondán (2020) <doi:10.1080/07474938.2019.1624401>, and dynamic panel linear model suggested by Hsiao et al. (2002) <doi:10.1016/S0304-4076(01)00143-9>, where maximum likelihood type estimators are used. Multiple threshold estimation based on Markov Chain Monte Carlo (MCMC) is allowed, and model selection of linear model, threshold model and multiple threshold model is also allowed.

Authors:Bai Hujie [aut, cre, cph]

DPTM_1.6.0.tar.gz
DPTM_1.6.0.tar.gz(r-4.5-noble)DPTM_1.6.0.tar.gz(r-4.4-noble)
DPTM_1.6.0.tgz(r-4.4-emscripten)DPTM_1.6.0.tgz(r-4.3-emscripten)
DPTM.pdf |DPTM.html
DPTM/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/hujiebai/dptm/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • data - A simulation data used for examples

cpp

2.18 score 150 downloads 3 exports 118 dependencies

Last updated 28 days agofrom:0339f29188. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 29 2024
R-4.5-linux-x86_64OKNov 29 2024

Exports:DPMLDPTSThreshold_Test

Dependencies:apeaskpassbase64encBayesianToolsbootbridgesamplingBrobdingnagbslibcachemcallrclicodacodetoolscolorspacecommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfansifarverfastmapfilelockfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhmshtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmunsellmvtnormnlmenloptrnumDerivopensslparabarpillarpkgconfigplotlyplyrprettyunitsprocessxprogresspromisespspurrrqgamR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackrlangrmarkdownsandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo