DESCRIPTION

Package: DPTM
Type: Package
Title: Dynamic Panel Multiple Threshold Model with Fixed Effects
Version: 1.7.1
Date: 2025-2-8
Authors@R: 
    person("Bai", "Hujie", , "hujiebai@163.com", role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0004-2060-4351"))
Description: Compute the fixed effects dynamic panel threshold model suggested by Ramírez-Rondán (2020) <doi:10.1080/07474938.2019.1624401>, and dynamic panel linear model suggested by Hsiao et al. (2002) <doi:10.1016/S0304-4076(01)00143-9>, where maximum likelihood type estimators are used. Multiple threshold estimation based on Markov Chain Monte Carlo (MCMC) is allowed, and model selection of linear model, threshold model and multiple threshold model is also allowed.
License: GPL (>= 3)
URL: https://github.com/HujieBai/DPTM
Encoding: UTF-8
Imports: Rcpp (>= 1.0.12),BayesianTools, purrr, MASS,stats,coda,parabar,utils
LinkingTo: Rcpp,RcppEigen
RoxygenNote: 7.3.2
Depends: 
    R (>= 4.3.0)
LazyData: true