Package: diseq
Title: Estimation Methods for Markets in Equilibrium and Disequilibrium
Version: 0.1.2
Date: 2021-01-29
Authors@R: 
    person(given = "Pantelis",
           family = "Karapanagiotis",
           role = c("aut", "cre"),
           email = "pikappa.devel@gmail.com",
           comment = c(ORCID = "0000-0001-9871-1908"))
Description: Provides estimation methods for markets in equilibrium and
    disequilibrium. Specifically, it supports the estimation of an equilibrium and
    four disequilibrium models with both correlated and independent shocks.
    It also provides post-estimation analysis tools, such as aggregation and
    marginal effects 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>.
    The equilibrium estimation constitutes a special case of
    a system of simultaneous equations. The disequilibrium models, instead, replace
    the market clearing condition with a short side rule and
    allow for different specifications of price dynamics. 
Language: en-US
URL: https://github.com/pi-kappa-devel/diseq/
BugReports: https://github.com/pi-kappa-devel/diseq/issues
Depends: R (>= 3.5.0)
Imports: bbmle (>= 1.0.20), dplyr (>= 0.7.6), magrittr (>= 1.5), MASS
        (>= 7.3-50), methods, rlang (>= 0.2.1), systemfit (>= 1.1),
        tibble (>= 1.4.2), tidyr (>= 1.0.2), Rcpp
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Suggests: ggplot2 (>= 3.0.0), knitr (>= 1.20), numDeriv (>=
        2016.8.1.1), rmarkdown (>= 1.10), testthat (>= 2.0.0)
VignetteBuilder: knitr
Collate: 'equation_base.R' 'system_base.R' 'equation_basic.R'
        'system_basic.R' 'derivatives_basic.R'
        'equation_deterministic_adjustment.R'
        'system_deterministic_adjustment.R'
        'derivatives_deterministic_adjustment.R'
        'equation_directional.R' 'system_directional.R'
        'derivatives_directional.R' 'system_fiml.R'
        'derivatives_fiml.R' 'equation_stochastic_adjustment.R'
        'system_stochastic_adjustment.R'
        'derivatives_stochastic_adjustment.R' 'diseq.R'
        'model_logger.R' 'market_model.R' 'disequilibrium_model.R'
        'diseq_basic.R' 'diseq_deterministic_adjustment.R'
        'diseq_directional.R' 'diseq_stochastic_adjustment.R'
        'equilibrium_model.R' 'model_simulation.R'
LinkingTo: Rcpp
SystemRequirements: C++11
NeedsCompilation: yes
Packaged: 2021-01-29 14:49:06 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: 2021-01-29 15:50:06 UTC
