Nothing
## ----setup, include = FALSE----------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>"
)
## ----install1, eval=F----------------------------------------------------
# install.packages("PSTR")
## ----install2, eval=F----------------------------------------------------
# devtools::install_github("yukai-yang/PSTR")
## ----attach--------------------------------------------------------------
library(PSTR)
## ----version-------------------------------------------------------------
version()
## ----contents------------------------------------------------------------
ls( grep("PSTR", search()) )
## ----data, eval=F--------------------------------------------------------
# ?Hansen99
## ----new-----------------------------------------------------------------
pstr = NewPSTR(Hansen99, dep='inva', indep=4:20, indep_k=c('vala','debta','cfa','sales'),
tvars=c('vala'), im=1, iT=14)
print(pstr)
## ----lintest-------------------------------------------------------------
pstr = LinTest(use=pstr)
print(pstr, "tests")
## ----lintest3, eval=F----------------------------------------------------
# iB = 5000 # the number of repetitions in the bootstrap
# library(snowfall)
# pstr = WCB_LinTest(use=pstr,iB=iB,parallel=T,cpus=50)
## ----lintest4, eval=F----------------------------------------------------
# pstr = WCB_LinTest(use=pstr,iB=4,parallel=T,cpus=2)
## ----estimate, eval=F----------------------------------------------------
# pstr = EstPSTR(use=pstr,im=1,iq=1,useDelta=T,par=c(-0.462,0), vLower=4, vUpper=4)
# print(pstr,"estimates")
## ----estimate1-----------------------------------------------------------
pstr = EstPSTR(use=pstr,im=1,iq=1,useDelta=T,par=c(-0.462,0), method="CG")
print(pstr,"estimates")
## ----estimate2, eval=F---------------------------------------------------
# pstr = EstPSTR(use=pstr,im=1,iq=1,useDelta=T,par=c(-0.462,0), method="CG")
# pstr = EstPSTR(use=pstr,im=1,iq=1,par=c(exp(-0.462),0), method="CG")
## ----estimate3-----------------------------------------------------------
pstr0 = EstPSTR(use=pstr)
print(pstr0,"estimates")
## ----evaluation, eval=F--------------------------------------------------
# ## evaluatio tests
# pstr1 = EvalTest(use=pstr,vq=pstr$mQ[,1])
## ----evaluation1, eval=F-------------------------------------------------
# iB = 5000
# cpus = 50
#
# ## wild bootstrap time-varyint evaluation test
# pstr = WCB_TVTest(use=pstr,iB=iB,parallel=T,cpus=cpus)
#
# ## wild bootstrap heterogeneity evaluation test
# pstr1 = WCB_HETest(use=pstr1,vq=pstr$mQ[,1],iB=iB,parallel=T,cpus=cpus)
## ----plot_trans1---------------------------------------------------------
plot_transition(pstr)
## ----plot_trans2---------------------------------------------------------
plot_transition(pstr, fill='blue', xlim=c(-2,20), color = "dodgerblue4", size = 2, alpha=.3) +
ggplot2::geom_vline(ggplot2::aes(xintercept = pstr$c - log(1/0.95 - 1)/pstr$gamma),color='blue') +
ggplot2::labs(x="customize the label for x axis",y="customize the label for y axis",
title="The Title",subtitle="The subtitle",caption="Make a caption here.")
## ----plot_coef-----------------------------------------------------------
ret = plot_coefficients(pstr, vars=1:4, length.out=100, color="dodgerblue4", size=2)
ret[[1]]
## ----plot0---------------------------------------------------------------
ret = plot_response(obj=pstr, vars=1:4, log_scale = c(F,T), length.out=100)
## ----plot2, eval=F-------------------------------------------------------
# ret1 = plot_response(obj=pstr, vars=1, log_scale = c(F,T), length.out=100)
# ret2 = plot_response(obj=pstr, vars=2, log_scale = c(T,T), length.out=100)
## ------------------------------------------------------------------------
attributes(ret)
## ----vala, message=F-----------------------------------------------------
ret$vala
## ----vala2, message=F----------------------------------------------------
ret$vala + ggplot2::scale_x_log10(breaks=c(.02,.05,.1,.2,.5,1,2,5,10,20)) +
ggplot2::labs(x="Tobin's Q")
## ----debta, eval=F-------------------------------------------------------
# ret$debta
## ----cfa, eval=F---------------------------------------------------------
# ret$cfa
## ----sales, eval=F-------------------------------------------------------
# ret$sales
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