Package: bdsm 0.1.0

bdsm: Bayesian Dynamic Systems Modeling

Implements methods for building and analyzing models based on panel data as described in the paper by Moral-Benito (2013, <doi:10.1080/07350015.2013.818003>). The package provides functions to estimate dynamic panel data models and analyze the results of the estimation.

Authors:Mateusz Wyszynski [aut], Marcin Dubel [ctb, cre], Krzysztof Beck [ctb]

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bdsm.pdf |bdsm.html✨
bdsm/json (API)
NEWS

# Install 'bdsm' in R:
install.packages('bdsm', repos = c('https://mdubel.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 218 downloads 18 exports 26 dependencies

Last updated 2 months agofrom:39952a5823. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 13 2025
R-4.5-winOKMar 13 2025
R-4.5-macOKMar 13 2025
R-4.5-linuxOKMar 13 2025
R-4.4-winOKMar 13 2025
R-4.4-macOKMar 13 2025
R-4.4-linuxOKMar 13 2025
R-4.3-winOKMar 13 2025
R-4.3-macOKMar 13 2025

Exports:bma_summaryexogenous_matrixfeature_standardizationhessianinitialize_model_spacejoin_lagged_collikelihoods_summarymatrices_from_dfoptimal_model_spaceregressor_names_from_params_vectorresidual_maker_matrixSEM_B_matrixSEM_C_matrixSEM_dep_var_matrixSEM_likelihoodSEM_psi_matrixSEM_regressors_matrixSEM_sigma_matrix

Dependencies:clicpp11dplyrfansigenericsgluelatticelifecyclemagrittrMatrixoptimbasepillarpkgconfigpurrrR6rjerlangrootSolvestringistringrtibbletidyrtidyselectutf8vctrswithr

Readme and manuals

Help Manual

Help pageTopics
Summary of a model spacebma_summary
Economic Growth Dataeconomic_growth
Example Approximate Summary of Parameters of Interest Based on Model Spaceeconomic_growth_bma_params
Example Approximate Likelihoods Summary based on Model Spaceeconomic_growth_liks
Example Model Spaceeconomic_growth_ms
Full Model Space with Constant Projection Matrixeconomic_growth_ms_full_proj_const
Full Model Space with Varying Projection Matrixeconomic_growth_ms_full_proj_var
Matrix with exogenous variables for SEM representationexogenous_matrix
Perform feature standarizationfeature_standardization
Hessian matrixhessian
Initialize model space matrixinitialize_model_space
Dataframe with no lagged columnjoin_lagged_col
Approximate standard deviations for the modelslikelihoods_summary
List of matrices for SEM modelmatrices_from_df
Finds MLE parameters for each model in the given model spaceoptimal_model_space
BMA summary for parameters of interestparameters_summary
Helper function to extract names from a vector defining a modelregressor_names_from_params_vector
Residual Maker Matrixresidual_maker_matrix
Coefficients matrix for SEM representationSEM_B_matrix
Coefficients matrix for initial conditionsSEM_C_matrix
Matrix with dependent variable data for SEM representationSEM_dep_var_matrix
Likelihood for the SEM modelSEM_likelihood
Matrix with psi parameters for SEM representationSEM_psi_matrix
Matrix with regressors data for SEM representationSEM_regressors_matrix
Covariance matrix for SEM representationSEM_sigma_matrix