Package: diseq
Title: Estimation Methods for Markets in Equilibrium and Disequilibrium
Version: 0.4.6
Date: 2022-06-01
Authors@R: 
    person(given = "Pantelis",
           family = "Karapanagiotis",
           role = c("aut", "cre"),
           email = "pikappa.devel@gmail.com",
           comment = c(ORCID = "0000-0001-9871-1908"))
Description: Superseded by package markets. Provides estimation methods for
    markets in equilibrium and disequilibrium. Supports the estimation of an
    equilibrium and four disequilibrium models with both correlated and
    independent shocks. Also provides post-estimation analysis tools, such
    as aggregation, marginal effect, and shortage calculations. The estimation
    methods are based on full information maximum likelihood techniques given
    in Maddala and Nelson (1974) <doi:10.2307/1914215>. They are implemented
    using the analytic derivative expressions calculated in
    Karapanagiotis (2020) <doi:10.2139/ssrn.3525622>. Standard
    errors can be estimated by adjusting for heteroscedasticity or clustering.
    The equilibrium estimation constitutes a case of a system of linear,
    simultaneous equations. Instead, the disequilibrium models replace the
    market-clearing condition with a non-linear,
    short-side rule and allow for different specifications of price dynamics. 
Language: en-US
URL: https://github.com/pi-kappa-devel/diseq/,
        https://diseq.pikappa.eu/
BugReports: https://github.com/pi-kappa-devel/diseq/issues
Depends: R (>= 3.5.0)
Imports: bbmle (>= 1.0.20), dplyr (>= 0.7.6), Formula, magrittr (>=
        1.5), MASS (>= 7.3-50), methods, rlang (>= 0.2.1), systemfit
        (>= 1.1), tibble (>= 1.4.2), tidyr (>= 1.0.2), Rcpp, RcppGSL,
        RcppParallel
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.0
Suggests: ggplot2 (>= 3.0.0), knitr (>= 1.20), numDeriv (>=
        2016.8.1.1), rmarkdown (>= 1.10), testthat (>= 2.0.0)
VignetteBuilder: knitr
Collate: 'data.R' 'diseq.R' 'equation_base.R' 'system_base.R'
        'model_logger.R' 'market_model.R' 'disequilibrium_model.R'
        'diseq_basic.R' 'diseq_deterministic_adjustment.R'
        'diseq_directional.R' 'diseq_stochastic_adjustment.R'
        'equation_basic.R' 'equation_deterministic_adjustment.R'
        'equation_directional.R' 'equation_stochastic_adjustment.R'
        'equilibrium_model.R' 'system_basic.R' 'gradient_basic.R'
        'system_deterministic_adjustment.R'
        'gradient_deterministic_adjustment.R' 'system_directional.R'
        'gradient_directional.R' 'system_equilibrium.R'
        'gradient_equilibrium.R' 'system_stochastic_adjustment.R'
        'gradient_stochastic_adjustment.R' 'hessian_basic.R'
        'hessian_directional.R' 'likelihood_basic.R'
        'likelihood_deterministic_adjustment.R'
        'likelihood_directional.R' 'likelihood_equilibrium.R'
        'likelihood_stochastic_adjustment.R' 'market_fit.R'
        'model_simulation.R' 'zzz.R'
LinkingTo: Rcpp, RcppGSL
SystemRequirements: C++11
NeedsCompilation: yes
Packaged: 2022-06-01 17:23:43 UTC; ntelispak
Author: Pantelis Karapanagiotis [aut, cre]
    (<https://orcid.org/0000-0001-9871-1908>)
Maintainer: Pantelis Karapanagiotis <pikappa.devel@gmail.com>
Repository: CRAN
Date/Publication: 2022-06-01 21:30:12 UTC
Built: R 4.4.0; powerpc-apple-darwin10.0.0d2; 2024-05-31 01:36:13 UTC; unix
