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.