Package: DPTM 4.0.1

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), joint grid search, sequential grid search, and grid-search coordinate refinement is allowed, and model selection of linear model, threshold model and multiple threshold model is also allowed.

Authors:Hujie Bai [aut, cre, cph]

DPTM_4.0.1.tar.gz
DPTM_4.0.1.zip(r-4.7)DPTM_4.0.1.zip(r-4.6)DPTM_4.0.1.zip(r-4.5)
DPTM_4.0.1.tgz(r-4.6-x86_64)DPTM_4.0.1.tgz(r-4.6-arm64)DPTM_4.0.1.tgz(r-4.5-x86_64)DPTM_4.0.1.tgz(r-4.5-arm64)
DPTM_4.0.1.tar.gz(r-4.7-arm64)DPTM_4.0.1.tar.gz(r-4.7-x86_64)DPTM_4.0.1.tar.gz(r-4.6-arm64)DPTM_4.0.1.tar.gz(r-4.6-x86_64)
DPTM_4.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

dynamicpanel-datathresholdscpp

3.00 score 2 stars 2 scripts 190 downloads 3 exports 118 dependencies

Last updated from:8dbf0c432a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK206
linux-devel-x86_64OK187
source / vignettesOK251
linux-release-arm64OK177
linux-release-x86_64OK190
macos-release-arm64OK148
macos-release-x86_64OK315
macos-oldrel-arm64OK104
macos-oldrel-x86_64OK276
windows-develOK148
windows-releaseOK261
windows-oldrelOK155
wasm-releaseOK152

Exports:DPMLDPTSThreshold_Test

Dependencies:apeaskpassbase64encBayesianToolsbootbridgesamplingBrobdingnagbslibcachemcallrclicodacodetoolscommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfarverfastmapfilelockfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhmshtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmvtnormnlmenloptrnumDerivopensslotelparabarpillarpkgconfigplotlyplyrprettyunitsprocessxprogresspromisespspurrrqgamR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangrmarkdownS7sandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo