CRAN/E | Disequilibrium

Disequilibrium

Disequilibrium Models

Installation

About

Estimate, summarize, and perform predictions with the market in disequilibrium model, as found in Gourieroux, C. (2000) doi:10.1017/CBO9780511805608 and Maddala, G. (1983) doi:10.1017/CBO9780511810176. The parameters are estimated with maximum likelihood.

Key Metrics

Version 1.1
R ≥ 3.5.0
Published 2020-05-31 1419 days ago
Needs compilation? no
License GPL-3
CRAN checks Disequilibrium results

Downloads

Yesterday 4 0%
Last 7 days 4 0%
Last 30 days 26 -10%
Last 90 days 152 -3%
Last 365 days 1.192 -54%

Maintainer

Maintainer

Nate Latshaw

dcms2015@gmail.com

Authors

Nate Latshaw

aut / cre

Michael Guggisberg

aut

Institute for Defense Analyses

cph

Material

README
Reference manual
Package source

Vignettes

Disequilibrium: Model for markets in disequilibrium

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Disequilibrium archive

Depends

R ≥ 3.5.0

Imports

optimr
Formula
numDeriv

Suggests

MASS
knitr
rmarkdown
sandwich