PSTR (1.2.3)

0 users

Panel Smooth Transition Regression Modelling.

https://github.com/yukai-yang/PSTR
http://cran.r-project.org/web/packages/PSTR

Provides the Panel Smooth Transition Regression (PSTR) modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package offers sharp tools helping the package user(s) to conduct model specification tests, to do PSTR model estimation, and to do model evaluation. The tests implemented in the package allow for cluster-dependency and are heteroskedasticity-consistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (as an option) is implemented in some functions, especially the bootstrap tests. The package suits tasks running many cores on super-computation servers.

Maintainer: Yukai Yang
Author(s): Yukai Yang [aut, cre]

License: GPL-3

Uses: ggplot2, magrittr, plotly, snowfall, tibble, knitr, rmarkdown

Released 4 months ago.


3 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of PSTR yet. Want to be the first? Write one now.


Related packages: BMA, CDNmoney, Ecdat, Hmisc, MNP, Matrix, SparseM, VGAM, Zelig, aod, bayesm, betareg, boot, bootstrap, car, dynlm, effects, fxregime, gam, gamlss(20 best matches, based on common tags.)


Search for PSTR on google, google scholar, r-help, r-devel.

Visit PSTR on R Graphical Manual.