Man pages for RGAP
Production Function Output Gap Estimation
| amecoData2input | Data for estimation |
| assignConstraints | Applies suitable contraining functions to parameters. |
| autoGapProd | Fit best production function model |
| autoNAWRUmodel | NAWRU model suggestion |
| autoTFPmodel | TFP model suggestion |
| computeCovar | Computes the covariance of the estimated parameters given... |
| constraint | Applies contraints to parameters. |
| cubs | CUBS indicator |
| cycleOptim | Find suitable cycle specification |
| dateTsList | Finds first/last starting/end date in list of time series... |
| Dconstraint | Extracts the derivative of the applied restriction function. |
| dot-accessDfSystem | Accesses the internal data frame dfSystem which contains data... |
| dot-aggregate | Temporally Aggregates time series. |
| dot-assignGibbsFUN | Assigns the appropriate function and its input variables for... |
| dot-BayesFitNAWRU | Estimates the parameters and states of a two-dimensional... |
| dot-BayesFitTFP | Estimates the parameters and states of a two-dimensional... |
| dot-checkBayesInput | Checks the input parameters of '.BayesFitTFP' and... |
| dot-checkBoundaries | Checks whether estimated parameters lie on boundaries. |
| dot-checkCubs | Checks the input variables for the procedure 'cubs' for... |
| dot-checkCV | Checks the covariance matrix for invertibility and negative... |
| dot-checkKuttner | Checks the input variables for the procedure 'KuttnerModel'... |
| dot-checkModelMLEfit | Checks whether model, prior and MLE fit match. |
| dot-checkModelPrior | Checks whether model and prior match. |
| dot-checkNawru | Checks the input variables for the procedure 'NAWRUmodel' for... |
| dot-checkParRestr | Checks the given variance restrictions for consistency. |
| dot-checkPrior | Checks the given prior information for consistency and... |
| dot-checkTfp | Checks the input variables for the procedure 'TFPmodel' for... |
| dot-covAR | Computes the covariance of an AR(q) process. |
| dot-covCUBS | computes the unconditional variance of the cubs equation with... |
| dot-cubsTa | Adjusts the frequency of cubs input series. |
| dot-deltaMethodObs | Computes standard errors of the observation equation using... |
| dot-deltaMethodState | Computes standard errors of the state using the delta method. |
| dot-getXYcubs | defines Y and X in the CUBS equation. |
| dot-getXYpcInd | defines Y and X for the Phillips curve. |
| dot-gibbsStep2Eq | Draws from the posterior of the parameters of the cubs... |
| dot-gibbsStepAR | Draws from the posterior of the parameters of the AR(p), 'p =... |
| dot-gibbsStepDT | Draws from the posterior of the parameters of the damped... |
| dot-gibbsStepRAR2 | Draws from the posterior of the parameters of the RAR2 cycle... |
| dot-initializeLoc | Initializes the location file containing default parameter... |
| dot-initializeVar | Initializes variance restrictions. |
| dot-intervalIGamma | Computes confidence interval of Inverse Gamma distributed... |
| dot-meanStd2Beta | Converts the mean and standard deviation of a (possibly... |
| dot-meanStd2GammasNu | Converts the mean and standard deviation of a... |
| dot-MLEfitNAWRU | Estimates a two-dimensional state-space model and performs... |
| dot-MLEfitTFP | Estimates a two-dimensional state-space model and performs... |
| dot-modifySSSystem | Modifies a an object of type 'NAWRUmodel' or 'TFPmodel' in... |
| dot-mvrnorm | Draws from the multivariate normal distribution. |
| dot-normalize | Normalizes a time series / vector. |
| dot-postAR1 | Draws from the posterior the autoregressive parameter of a... |
| dot-postARp | Draws from the posterior of the autoregressive paramteres of... |
| dot-postNIG | Draws from the posterior of parameters of a normal model with... |
| dot-postRW | Draws from the posterior of the variance parameter of a... |
| dot-printGeweke | Prints the results of the Geweke test for the states and the... |
| dot-printSSModel | Prints the model specifications. |
| dot-printSSModelFit | Prints the model fit and possibly specifications. |
| dot-priorMSd2Parameter | Transforms the prior distribution defined by mean and... |
| dot-RAR2transform | Transforms the parameters of an AR(2) process to its... |
| dot-SSmodelfit | Computes figures regarding the model fit of the maximum... |
| dot-SSresults | Computes additional results of the Kalman filter and... |
| dot-SSresultsBayesian | Computes additional results of the Kalman filter and smoother... |
| dot-SSSystem | Prepares state space model system matrices to create an... |
| dot-updateParConstraints | Updates the parameter constraints for on object of class... |
| dot-updateSSSystem | Updates the system matrices of an object of class... |
| extract_ameco_data | Extracts the relevant 'AMECO' data |
| extract_indicator_data | Extracts the relevant 'AMECO' indicator data. |
| fetchAmecoData | Current 'AMECO' data vintage |
| firstLetterUp | Capitalizes the first letter of a string. |
| fit | Fit Method |
| fit.KuttnerModel | Maximum likelihood estimation of a 'KuttnerModel' |
| fit.NAWRUmodel | Estimation of a 'NAWRUmodel' |
| fit.TFPmodel | Estimation of a 'TFPmodel' |
| FUNcov | Computes mean and variance of the part of the posterior... |
| gap | gap data set |
| gapHP | HP-filter output gap |
| gapProd | Production function output gap |
| gewekeTest | Conducts a Geweke test for convergence of the draws. |
| growth | Growth rate |
| helper_fit_comparison | model selection fit comparison helper function |
| helper_model_comparison | model comparison helper function |
| helper_model_fit | model selection helper function |
| HPDinterval | Computes the approximate highest posterior density interval... |
| hpfilter | HP filter |
| indicator | Indicators fo CUBS |
| inference | Computes standard errors, t-statistics, and p-values for the... |
| initializeExo | Initialization of exogenous variables |
| initializePrior | Initialization of prior distributions |
| initializeRestr | Initialization of parameter restrictions |
| is.gap | 'gap' object check |
| is.KuttnerFit | 'KuttnerFit' object check |
| is.KuttnerModel | 'KuttnerModel' object check |
| is.NAWRUfit | 'NAWRUfit' object check |
| is.NAWRUmodel | 'NAWRUodel' object check |
| is.TFPfit | 'TFPfit' object check |
| is.TFPmodel | 'TFPmodel' object check |
| KuttnerModel | Kuttner model |
| matmult3d | Capitalizes the first letter of a string. |
| mcmcSummary | Computes MCMC summary statistics. |
| NAWRUmodel | NAWRU model |
| obs2Optim | Find suitable 2nd observation specification |
| operTsLists | Performs a mathematical operation to the ts elements of two... |
| plot.gap | Plots for a 'gap' object |
| plotGap | Plots the trend series and the (fitted) second observation... |
| plot_gibbs_output | Plots the diagnostic plots of the posterior distribution. |
| plot.KuttnerFit | Plots for a 'KuttnerFit' object |
| plot.NAWRUfit | Plots for a 'NAWRUfit' object |
| plotSSprediction | Plots the trend series and the (fitted) second observation... |
| plotSSresults | Plots the trend series and the (fitted) second observation... |
| plot.TFPfit | Plots for a 'TFPfit' object |
| predictBayes | Predictions for Bayesian estimation |
| predict.fit | Predictions |
| predictMLE | Predictions for MLE |
| print.gap | Print 'gap' object |
| print.KuttnerFit | Print 'KuttnerFit' object |
| print.KuttnerModel | Print 'KuttnerModel' object |
| print.NAWRUfit | Print 'NAWRUfit' object |
| print.NAWRUmodel | Print 'NAWRUmodel' object |
| print.TFPfit | Print 'TFPfit' object |
| print.TFPmodel | Print 'TFPmodel' object |
| TFPmodel | TFP trend model |
| trendAnchor | Trend anchor |
| trendOptim | Find suitable trend specification |
| trendVolaMeasures | Trend volatility measures |
