Package: RationalExp 0.2.2

Christophe Gaillac

RationalExp: Rationalizing Rational Expectations. Tests and Deviations

We implement a test of the rational expectations hypothesis based on the marginal distributions of realizations and subjective beliefs from D'Haultfoeuille, Gaillac, and Maurel (2018) <doi:10.3386/w25274>. This test can be used in cases where realizations and subjective beliefs are observed in two different datasets that cannot be matched, or when they are observed in the same dataset. The package also computes the estimator of the minimal deviations from rational expectations than can be rationalized by the data.

Authors:Xavier D'Haultfoeuille [aut], Christophe Gaillac [aut, cre], Arnaud Maurel [aut]

RationalExp_0.2.2.tar.gz
RationalExp_0.2.2.tar.gz(r-4.5-noble)RationalExp_0.2.2.tar.gz(r-4.4-noble)
RationalExp_0.2.2.tgz(r-4.4-emscripten)RationalExp_0.2.2.tgz(r-4.3-emscripten)
RationalExp.pdf |RationalExp.html✨
RationalExp/json (API)

# Install 'RationalExp' in R:
install.packages('RationalExp', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:r-rationalexp-0.2.2(2025-03-25)

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.48 score 1 packages 125 downloads 10 exports 2 dependencies

Last updated 6 years agofrom:30c08e220d. Checks:1 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 29 2025
R-4.5-linuxNOTEMar 29 2025
R-4.4-linuxNOTEMar 29 2025

Exports:boot_statc_cubec_funestimDevinverseS1T_stattesttest_basewhich.min2

Dependencies:snowsnowfall

RationalExp vignette

Rendered fromRationalExp.Rnwusingknitr::knitron Mar 29 2025.

Last update: 2019-02-08
Started: 2019-02-08

Citation

To cite package ‘RationalExp’ in publications use:

D'Haultfoeuille X, Gaillac C, Maurel A (2019). RationalExp: Rationalizing Rational Expectations. Tests and Deviations. R package version 0.2.2, https://CRAN.R-project.org/package=RationalExp.

Corresponding BibTeX entry: 

  @Manual{,
    title = {RationalExp: Rationalizing Rational Expectations. Tests
      and Deviations},
    author = {Xavier D'Haultfoeuille and Christophe Gaillac and Arnaud
      Maurel},
    year = {2019},
    note = {R package version 0.2.2},
    url = {https://CRAN.R-project.org/package=RationalExp},
  }