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-x86_64)DPTM_4.0.1.zip(r-4.7-arm64)DPTM_4.0.1.zip(r-4.6-x86_64)DPTM_4.0.1.zip(r-4.6-arm64)DPTM_4.0.1.zip(r-4.5-x86_64)
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✨
DESCRIPTION |NEWS
card.svg |card.png
DPTM/json (API)

# 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

3.18 score 3 stars 2 scripts 266 downloads 3 exports 119 dependencies

Last updated from:8dbf0c432a. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK141
linux-devel-x86_64OK224
source / vignettesOK240
linux-release-arm64OK143
linux-release-x86_64OK170
macos-release-arm64OK152
macos-release-x86_64OK338
macos-oldrel-arm64OK101
macos-oldrel-x86_64OK425
windows-devel-arm64OK353
windows-devel-x86_64OK148
windows-release-arm64OK359
windows-release-x86_64OK160
windows-oldrel-x86_64OK155
wasm-releaseOK154

Exports:DPMLDPTSThreshold_Test

Dependencies:apeaskpassbase64encBayesianToolsbootbridgesamplingBrobdingnagbslibcachemcallrclicodacodetoolscommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfarverfastmapfilelockfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhmshtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmvtnormnlmenloptrnumDerivopensslotelparabarpillarpkgconfigplotlyplyrprettyunitsprocessxprogresspromisespspurrrqgamquadformR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangrmarkdownS7sandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo