equation_classes {markets}R Documentation

Equation classes

Description

Classes with data and functionality describing equations of model systems.

Details

equation_base

Equation base class

equation_basic

Basic disequilibrium model equation class

equation_deterministic_adjustment

Deterministic adjustment disequilibrium model equation class

equation_directional

Directional disequilibrium model equation class

equation_stochastic_adjustment

Stochastic adjustment disequilibrium model equation class

Slots

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.


[Package markets version 1.1.5 Index]