`R/equation_base.R`

, `R/equation_basic.R`

, `R/equation_deterministic_adjustment.R`

, and 2 more
`equation_classes.Rd`

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

`formula`

The equation formula using prefixed variables.

`name`

The name of the equation.

`variable_prefix`

A prefix string for the variables of the equation.

`dependent_vector`

The vector of the response.

`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`

$$h_{x} = \frac{x - \mathrm{E} x}{\sqrt{\mathrm{Var} x}}$$

`z`

$$z_{xy} = \frac{h_{x} - \rho_{xy}h_{y}}{\sqrt{1 - \rho_{xy}^2}}$$

`psi`

$$\psi_{x} = \phi(h_{x})$$

`Psi`

$$\Psi_{x} = 1 - \Phi(z_{xy})$$

`mu_Q`

$$\mu_{Q} = \mathrm{E}Q$$

`var_Q`

$$V_{Q} = \mathrm{Var}Q$$

`sigma_Q`

$$\sigma_{Q} = \sqrt{\mathrm{Var}Q}$$

`rho_QP`

$$\rho_{Q} = \frac{\mathrm{Cov}(Q,P)}{\sqrt{\mathrm{Var}Q\mathrm{Var}P}}$$

`rho_1QP`

$$\rho_{1,QP} = \frac{1}{\sqrt{1 - \rho_{QP}}}$$

`rho_2QP`

$$\rho_{2,QP} = \rho_{QP}\rho_{1,QP}$$

`sigma_QP`

$$\sigma_{QP} = \mathrm{Cov}(Q,P)$$

`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.