Bayesian Averaging for Dynamic Panels

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Documentation for package ‘badp’ version 0.4.0.1

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

best_models	Table with the best models according to one of the posterior criteria
bma	Calculation of the bma object
coef_hist	Graphs of the distribution of the coefficients over the model space
compute_model_space_stats	Approximate standard deviations for the models
economic_growth	Economic Growth Data
exogenous_matrix	Matrix with exogenous variables for SEM representation
extract_names	Extraction of names of the variables
feature_standardization	Perform feature standardization
full_bma_results	Example output of the bma function
full_model_space	Example output of 'optim_model_space'
hessian	Hessian matrix
init_model_space_params	Initialize model space matrix
jointness	Calculation of of the jointness measures
join_lagged_col	Dataframe with no lagged column
matrices_from_df	List of matrices for SEM model
model_pmp	Graphs of the prior and posterior model probabilities for the best individual models
model_sizes	Graphs of the prior and posterior model probabilities of the model sizes
model_space_nonnested	Example output of 'optim_model_space' for non-nested models
nested_optimization_wrapper	Helper-function - finds parameters minimizing log-likelihood function for the nested version of the SEM setup, using BFGS method
nested_std_dev_from_params	Helper function - wraps single execution of the log-likelihood & deviation parameters calculations. Used for non nested version of SEM likelihood.
non_nested_optimization_wrapper	Helper-function - finds parameters minimizing log-likelihood function for the non-nested version of the SEM setup, using BFGS method
non_nested_std_dev_from_params	Helper function - wraps single execution of the log-likelihood & deviation parameters calculations. Used for non nested version of SEM likelihood.
optim_model_space	Calculation of the model_space object
optim_model_space_params	Finds MLE parameters for each model in the given model space
original_economic_growth	Economic Growth Data in the original format
posterior_dens	Graphs of the posterior densities of the coefficients
regressor_names_from_params_vector	Helper function to extract names from a vector defining a model
residual_maker_matrix	Residual Maker Matrix
sem_B_matrix	Coefficients matrix for SEM representation
sem_C_matrix	Coefficients matrix for initial conditions
sem_dep_var_matrix	Matrix with dependent variable data for SEM representation
sem_likelihood	Likelihood for the SEM model
sem_psi_matrix	Matrix with psi parameters for SEM representation
sem_regressors_matrix	Matrix with regressors data for SEM representation
sem_sigma_matrix	Covariance matrix for SEM representation
small_model_space	Example output of 'optim_model_space' (small version)