Suggests: spdep, mgcv, geostatsp, mapmisc (>= 1.0), knitr
Author: Patrick Brown <patrick.brown@utoronto.ca>, Lutong Zhou
Description: Formatting of population and case data, calculation of Standardized
Incidence Ratios, and fitting the BYM model using INLA.

Incidence Ratios, and fitting the BYM model using 'INLA'. For details see Brown (2015) <doi:10.18637/jss.v063.i12>.

Imports: stats, utils, sp, methods, rgeos

Title: Estimation Methods for Markets in Disequilibrium
"Pantelis", "Karapanagiotis", email = "pikappa.devel@gmail.com",
Description: Provides estimation methods for markets in equilibrium and
disequilibrium. Specifically, it supports the estimation of an equilibrium and
four disequilibrium models with both correlated and independent shocks.
It also provides post-estimation analysis tools, such as aggregation and
marginal effects calculations. The estimation methods are based on full
information maximum likelihood techniques given in Maddala and Nelson (1974)
<doi:10.2307/1914215>. They are implemented using the analytic derivative
expressions calculated in Karapanagiotis (2020) <doi:10.2139/ssrn.3525622>.
The equilibrium estimation constitutes a special case of
a system of simultaneous equations. The disequilibrium models, instead, replace
the market clearing condition with a short side rule and
allow for different specifications of price dynamics.
Suggests: ggplot2 (>= 3.0.0), knitr (>= 1.20), numDeriv (>=
Packaged: 2020-04-23 18:27:02 UTC; ntelispak
Author: Pantelis Karapanagiotis [aut, cre]

Packaged: 2020-06-27 13:18:26 UTC; ntelispak

Packaged: 2020-09-13 22:32:37 UTC; ntelispak

Packaged: 2020-11-30 10:12:38 UTC; ntelispak

tibble (>= 1.4.2), tidyr (>= 1.0.2), Rcpp, RcppGSL,
Packaged: 2021-01-26 17:28:59 UTC; ntelispak

Title: Estimation Methods for Markets in Equilibrium and Disequilibrium
Packaged: 2021-01-29 14:49:06 UTC; ntelispak

Packaged: 2021-01-31 18:53:20 UTC; ntelispak

disequilibrium. Supports the estimation of an equilibrium and
Also provides post-estimation analysis tools, such as aggregation,
marginal effect, and shortage calculations. The estimation methods are
based on full information maximum likelihood techniques given in
Maddala and Nelson (1974) <doi:10.2307/1914215>. They are implemented
using the analytic derivative expressions calculated in
errors can be estimated by adjusting for heteroscedasticity or clustering.
The equilibrium estimation constitutes a case of a system of linear,
simultaneous equations. The disequilibrium models,
instead, replace the market-clearing condition with a non-linear,
short-side rule and allow for different specifications of price dynamics.
MASS (>= 7.3-50), methods, rlang (>= 0.2.1), systemfit (>=
Packaged: 2021-03-02 09:02:06 UTC; ntelispak