Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) <doi:10.1016/j.jmva.2021.104737>.
| Version: | 0.1.3 |
| Imports: | mvtnorm (≥ 1.1-0), sampleSelection (≥ 1.2-6), MomTrunc (≥ 5.79), PerformanceAnalytics (≥ 2.0.4) |
| Published: | 2022-09-12 |
| Author: | Marcos Prates [aut, cre, trl], Victor Lachos [aut], Dipak Dey [aut] |
| Maintainer: | Marcos Prates <marcosop at est.ufmg.br> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| NeedsCompilation: | no |
| Citation: | HeckmanEM citation info |
| Materials: | ChangeLog |
| CRAN checks: | HeckmanEM results |
| Reference manual: | HeckmanEM.pdf |
| Package source: | HeckmanEM_0.1.3.tar.gz |
| Windows binaries: | r-devel: HeckmanEM_0.1.3.zip, r-release: HeckmanEM_0.1.3.zip, r-oldrel: HeckmanEM_0.1.3.zip |
| macOS binaries: | r-release (arm64): HeckmanEM_0.1.3.tgz, r-oldrel (arm64): HeckmanEM_0.1.3.tgz, r-release (x86_64): HeckmanEM_0.1.3.tgz, r-oldrel (x86_64): HeckmanEM_0.1.3.tgz |
| Old sources: | HeckmanEM archive |
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