allen-chen-noaa-gov/sur.kmeans: Latent class inference with k-means and homogeneity testing implemented for a Seemingly Unrelated Regressions framework

Uses Lin and Ng's (2012 Journal of Econometric Methods) k-means algorithm in conjunction with Pesaran and Yamagata's (2008 Journal of Econometrics) parameter homoegeneity test to uncover latent classes, implemented here for a Seemingly Unrelated Regressions framework.

Getting started

Package details

Maintainer
LicenseDo not distribute
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("allen-chen-noaa-gov/sur.kmeans")
allen-chen-noaa-gov/sur.kmeans documentation built on March 5, 2024, 2:20 p.m.