Disequilibrium Models


[Up] [Top]

Documentation for package ‘Disequilibrium’ version 1.1

Help Pages

DE Market in Disequilibrium Model
DlhoodDatanhrho Derivative of likelihood with respect to the inverse hyperbolic tangent of correlation
DlhoodDbeta1 Derivative of likelihood with respect to the coefficients of equation 1
DlhoodDlogsigma11 Derivative of likelihood with respect to the log of variance for equation 1
DllhoodDatanhrho Derivative of log likelihood with respect to the inverse hyperbolic tangent of correlation
DllhoodDbeta1 Gradient of log likelihood with respect to the coefficients of equation 1
DllhoodDlogsigma11 Derivative of log likelihood with respect to the log of variance for equation 1
estfun.DE estfun method for class 'DE'
fjdata Data from Fair and Jaffee (1972).
GetDeltaMethodParameters GetDeltaMethodParameters
GradientDE Gradient of log likelihood with respect to all parameters
LLikelihoodDE Log likelihood of market in disequilibrium model
nGradientDE Negative gradient of log likelihood with respect to all parameters
nLLikelihoodDE Negative log likelihood of market in disequilibrium model
nobs.DE nobs method for class 'DE'
predict.DE Predict method for class 'DE'
residuals.DE residuals method for class 'DE'
summary.DE Summary method for class 'DE'
TransformSigma_PDtoR2 TransformSigma_PDtoR2
TransformSigma_PDtoR3 TransformSigma_PDtoR3
TransformSigma_R2toPD TransformSigma_R2toPD
TransformSigma_R3toPD TransformSigma_R3toPD
vcov.DE vcov method for class 'DE'