pmpp: Posterior Mean Panel Predictor

Dynamic panel modelling framework based on an empirical-Bayes approach. Contains tools for computing point forecasts and bootstrapping prediction intervals. Reference: Liu et al. (2016) <doi:10.2139/ssrn.2889000>.

Getting started

Package details

AuthorMichal Oleszak [aut, cre]
MaintainerMichal Oleszak <oleszak.michal@gmail.com>
LicenseGPL (>= 2)
Version0.1.1
URL https://github.com/MichalOleszak/pmpp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pmpp")

Try the pmpp package in your browser

Any scripts or data that you put into this service are public.

pmpp documentation built on Oct. 30, 2019, 11:35 a.m.