R/equation_base.R, R/equation_basic.R, R/equation_deterministic_adjustment.R, and 2 more
equation_classes.RdEquation 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
formulaThe equation formula using prefixed variables.
nameThe name of the equation.
variable_prefixA prefix string for the variables of the equation.
dependent_vectorThe vector of the response.
independent_matrixA model data matrix with columns corresponding to the set of independent variables.
price_vectorThe vector of prices.
control_matrixA model data matrix with columns corresponding to the set of independent variables without prices.
alpha_betaA vector of right hand side coefficients.
alphaThe price coefficient.
betaA vector of right hand side coefficient without the price coefficient.
varThe variance of the equation's shock.
sigmaThe 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_QAs in slot h
z_PQAs in slot z
z_QPAs in slot z
separation_subsetA vector of indicators specifying the observations of the sample described by this equation according to the separation rule of the model.