R/diseq.R

In diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium

#' Estimation of models for markets in equilibrium and disequilibrium
#'
#' The \code{diseq} package provides tools to estimate and analyze an equilibrium and
#' four disequilibrium models. The equilibrium model can be estimated with either
#' two-stage least squares or with full information maximum likelihood. The methods are
#' asymptotically equivalent. The disequilibrium models are estimated using full
#' information maximum likelihood. All maximum likelihood models can be estimated both
#' with independent and correlated demand and supply shocks. The disequilibrium
#' estimation is based on Maddala and Nelson (1974) \doi{10.2307/1914215}. The package
#' is using the expressions of the gradients of the likelihoods derived in
#' Karapanagiotis (2020) \doi{10.2139/ssrn.3525622}.
#'
#' @details Overview
#'
#' This page gives an overview of the market model classes and the available
#' documentation options of the package.
#'
#' \subsection{Usage}{
#' The easiest way to get accustomed with the functionality of the package is to check
#' the accompanying vignettes and the \href{../README.html}{README} file. These can be
#' found in the following links:
#'
#' \describe{
#'   \item{\href{../doc/basic_usage.html}{basic_usage}}{
#'     \code{vignette("basic_usage", package = "diseq")}}
#'   \item{\href{../doc/market_clearing_assessment.html}{equilibrium_assessment}}{
#'     \code{vignette("market_clearing_assessment", package = "diseq")}}
#' }
#'
#' Additionally, one can use the documentation examples. Some of them illustrate the
#' package functionality using the \code{\link{houses}} dataset.
#' }
#'
#' \subsection{Market model classes}{
#' The model hierarchy is described in the \href{../README.html}{README} file. See
#' the documentation of the classes for initialization details.
#'
#' \strong{Equilibrium model classes:}
#'     \describe{
#'       \item{\code{\linkS4class{equilibrium_model}}}{Equilibrium model that can be
#'       estimated using full information maximum likelihood or two-stage least squares.}
#'     }
#'
#' \strong{Disequilibrium model classes:}
#'     \describe{
#'       \item{\code{\linkS4class{diseq_basic}}}{
#'         Disequilibrium model only with a basic short side rule.}
#'       \item{\code{\linkS4class{diseq_directional}}}{
#'         Disequilibrium model with directional sample separation.}
#'       \item{\code{\linkS4class{diseq_deterministic_adjustment}}}{
#'         Disequilibrium model with deterministic price dynamics.}
#'       \item{\code{\linkS4class{diseq_stochastic_adjustment}}}{
#'         Disequilibrium model with stochastic price dynamics.}
#'     }
#' }
#'
#' @docType package
#' @name diseq
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## usethis namespace: start
#' @useDynLib diseq, .registration = TRUE
## usethis namespace: end
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#' @importFrom Rcpp loadModule
#' @importFrom RcppGSL LdFlags
#' @importFrom RcppParallel RcppParallelLibs
Rcpp::loadModule("diseq_module", TRUE)