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:Bai Hujie [aut, cre, cph]

DPTM_3.0.2.tar.gz
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DPTM_3.0.2.tar.gz(r-4.6-arm64)DPTM_3.0.2.tar.gz(r-4.6-x86_64)DPTM_3.0.2.tar.gz(r-4.5-arm64)DPTM_3.0.2.tar.gz(r-4.5-x86_64)
DPTM_3.0.2.tgz(r-4.5-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

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

Growth_Inflation - Example Dataset Growth_Inflation
d1 - Example Dataset d1

On CRAN:

dynamic panel-data thresholds cpp

3.00 score 2 stars 171 downloads 3 exports 118 dependencies

Last updated from:800c742c18. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	165
linux-devel-x86_64	OK	184
source / vignettes	OK	205
linux-release-arm64	OK	164
linux-release-x86_64	OK	176
macos-devel-arm64	OK	168
macos-devel-x86_64	OK	353
macos-release-arm64	OK	241
macos-release-x86_64	OK	288
windows-devel	OK	140
windows-release	OK	127
windows-oldrel	OK	193
wasm-release	OK	154

Exports:DPML DPTS Threshold_Test

Dependencies:ape askpass base64enc BayesianTools boot bridgesampling Brobdingnag bslib cachem callr cli coda codetools commonmark cpp11 crayon crosstalk curl data.table DHARMa digest doParallel dplyr ellipse emulator evaluate expm farver fastmap filelock fontawesome foreach fs gap gap.datasets generics ggplot2 glue gmm gtable highr hms htmltools htmlwidgets httpuv httr IDPmisc isoband iterators jquerylib jsonlite knitr labeling later lattice lazyeval lifecycle lme4 lmtest magrittr MASS Matrix memoise mgcv mime minqa msm mvtnorm nlme nloptr numDeriv openssl otel parabar pillar pkgconfig plotly plyr prettyunits processx progress promises ps purrr qgam R6 rappdirs rbibutils RColorBrewer Rcpp RcppEigen Rdpack reformulas rlang rmarkdown S7 sandwich sass scales shiny sourcetools stringi stringr survival sys tibble tidyr tidyselect tinytex tmvtnorm utf8 vctrs viridisLite withr xfun xtable yaml zoo

Citation

Development and contributors

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