Description Details Functions Slots
Equation classes
Classes with data and functionality describing equations of model systems.
equation_base-class
: Equation base class
equation_basic-class
: Basic disequilibrium model equation class
equation_deterministic_adjustment-class
: Deterministic adjustment disequilibrium model equation
class
equation_directional-class
: Directional disequilibrium model equation class
equation_stochastic_adjustment-class
: Stochastic adjustment disequilibrium model equation class
prefixed_specification
The equation formula using prefixed variables.
formula
The equation formula.
linear_model
The estimated equation using linear regression.
name
The name of the equation.
variable_prefix
A prefix string for the variables of the equation.
independent_variables
A vector with the right hand side variable names.
price_variable
The price variable name.
control_variables
Independent variables without the price variable.
independent_matrix
A model data matrix with columns corresponding to the set of independent variables.
price_vector
The vector of prices.
control_matrix
A model data matrix with columns corresponding to the set of independent variables without prices.
alpha_beta
A vector of right hand side coefficients.
alpha
The price coefficient.
beta
A vector of right hand side coefficient without the price coefficient.
var
The variance of the equation's shock.
sigma
The standard deviation of the equation's shock.
h
h_{x} = \frac{x - \mathrm{E} x}{√{\mathrm{Var} x}}
z
z_{xy} = \frac{h_{x} - ρ_{xy}h_{y}}{√{1 - ρ_{xy}^2}}
psi
ψ_{x} = φ(h_{x})
Psi
Ψ_{x} = 1 - Φ(z_{xy})
mu_Q
μ_{Q} = \mathrm{E}Q
var_Q
V_{Q} = \mathrm{Var}Q
sigma_Q
σ_{Q} = √{\mathrm{Var}Q}
rho_QP
ρ_{Q} = \frac{\mathrm{Cov}(Q,P)}{√{\mathrm{Var}Q\mathrm{Var}P}}
rho_1QP
ρ_{1,QP} = \frac{1}{√{1 - ρ_{QP}}}
rho_2QP
ρ_{2,QP} = ρ_{QP}ρ_{1,QP}
sigma_QP
σ_{QP} = \mathrm{Cov}(Q,P)
h_Q
As in slot h
z_PQ
As in slot z
z_QP
As in slot z
separation_subset
A vector of indicators specifying the observations of the sample described by this equation according to the separation rule of the model.
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