PSTR version 2.1.1 (Green Panel) | How to install | Example | The data | Initialization | Specification | Estimation | Evaluation | Plotting
Package: PSTR 2.1.1
PSTR: Panel Smooth Transition Regression Modelling
Implements the Panel Smooth Transition Regression (PSTR) framework for nonlinear panel data modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package provides tools for model specification testing, to do PSTR model estimation, and to do model evaluation. The implemented tests allow for cluster dependence and are heteroskedasticity-consistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (optional) is supported for computationally intensive routines such as bootstrap tests.
Authors:
PSTR_2.1.1.tar.gz
PSTR_2.1.1.zip(r-4.7)PSTR_2.1.1.zip(r-4.6)PSTR_2.1.1.zip(r-4.5)
PSTR_2.1.1.tgz(r-4.6-any)PSTR_2.1.1.tgz(r-4.5-any)
PSTR_2.1.1.tar.gz(r-4.7-any)PSTR_2.1.1.tar.gz(r-4.6-any)
PSTR_2.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
PSTR/json (API)
| # Install 'PSTR' in R: |
| install.packages('PSTR', repos = c('https://yukai-yang.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/yukai-yang/pstr/issues
Datasets:
bootstrapbootstrap-testevaluationheterogeneitylinearitymodel-specifitionmodellingnonlinearitypanel-dataparallel-computingpstr-modelregressionsmooth-transitiontransition-variableswild-bootstrapwild-cluster-bootstrap
Last updated from:7b103d7584. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 243 | ||
| source / vignettes | OK | 296 | ||
| linux-release-x86_64 | OK | 240 | ||
| macos-release-arm64 | OK | 416 | ||
| macos-oldrel-arm64 | OK | 346 | ||
| windows-devel | OK | 487 | ||
| windows-release | OK | 454 | ||
| windows-oldrel | OK | 431 | ||
| wasm-release | OK | 160 |
Exports:EstPSTREvalTestLinTestNewPSTRplot_coefficientsplot_responseplot_targetplot_transitionversionWCB_HETestWCB_LinTestWCB_TVTest
Dependencies:askpassbase64encbslibcachemclicpp11crosstalkcurldata.tabledigestdplyrevaluatefarverfastmapfontawesomefsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrlabelinglaterlazyevallifecyclemagrittrmemoisemimeopensslotelpillarpkgconfigplotlypromisespurrrR6rappdirsRColorBrewerRcpprlangrmarkdownS7sassscalesstringistringrsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunyaml
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate a PSTR model by nonlinear least squares | EstPSTR |
| Evaluate an estimated PSTR model | EvalTest WCB_HETest WCB_TVTest |
| A balanced panel of 565 US firms observed for the years 1973–1987 | Hansen99 |
| Linearity (homogeneity) tests for PSTR models | LinTest WCB_LinTest |
| Create a PSTR model object | NewPSTR |
| Plot coefficients, standard errors, and p-values against the transition variable | plot_coefficients |
| Plot the expected response against selected variables | plot_response |
| Plot the surface of the target function for nonlinear least squares estimation | plot_target |
| Plot the transition function of an estimated PSTR model | plot_transition |
| Print a PSTR model object | print.PSTR |
| Transformed Wolf annual sunspot numbers for the years 1710-1979 | sunspot |
| Show the version number of some information. | version |
