Package: DPTM 3.0.2
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 thresholds 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:
DPTM_3.0.2.tar.gz
DPTM_3.0.2.zip(r-4.5)DPTM_3.0.2.zip(r-4.4)DPTM_3.0.2.zip(r-4.3)
DPTM_3.0.2.tgz(r-4.5-x86_64)DPTM_3.0.2.tgz(r-4.5-arm64)DPTM_3.0.2.tgz(r-4.4-x86_64)DPTM_3.0.2.tgz(r-4.4-arm64)DPTM_3.0.2.tgz(r-4.3-x86_64)DPTM_3.0.2.tgz(r-4.3-arm64)
DPTM_3.0.2.tar.gz(r-4.5-noble)DPTM_3.0.2.tar.gz(r-4.4-noble)
DPTM_3.0.2.tgz(r-4.4-emscripten)DPTM_3.0.2.tgz(r-4.3-emscripten)
DPTM.pdf |DPTM.html✨
DPTM/json (API)
NEWS
| # Install 'DPTM' in R: |
| install.packages('DPTM', repos = c('https://hujiebai.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hujiebai/dptm/issues
- Growth_Inflation - Example Dataset Growth_Inflation
- d1 - Example Dataset d1
dynamicpanel-datathresholdscpp
Last updated 10 days agofrom:800c742c18. Checks:12 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 22 2025 |
| R-4.5-win-x86_64 | OK | Mar 22 2025 |
| R-4.5-mac-x86_64 | OK | Mar 22 2025 |
| R-4.5-mac-aarch64 | OK | Mar 22 2025 |
| R-4.5-linux-x86_64 | OK | Mar 22 2025 |
| R-4.4-win-x86_64 | OK | Mar 22 2025 |
| R-4.4-mac-x86_64 | OK | Mar 22 2025 |
| R-4.4-mac-aarch64 | OK | Mar 22 2025 |
| R-4.4-linux-x86_64 | OK | Mar 22 2025 |
| R-4.3-win-x86_64 | OK | Mar 22 2025 |
| R-4.3-mac-x86_64 | OK | Mar 22 2025 |
| R-4.3-mac-aarch64 | OK | Mar 22 2025 |
Exports:DPMLDPTSThreshold_Test
Dependencies:apeaskpassbase64encBayesianToolsbootbridgesamplingBrobdingnagbslibcachemcallrclicodacodetoolscolorspacecommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfansifarverfastmapfilelockfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhmshtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmunsellmvtnormnlmenloptrnumDerivopensslparabarpillarpkgconfigplotlyplyrprettyunitsprocessxprogresspromisespspurrrqgamR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangrmarkdownsandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Example Dataset d1 | d1 |
| Dynamic panel model with fixed effects. | DPML |
| Dynamic panel multiple threshold model with fixed effects. | DPTS |
| Example Dataset Growth_Inflation | Growth_Inflation |
| Tests for multiple thresholds. | Threshold_Test |
