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Latent group structures are a common challenge in panel data analysis. Disregarding group-level heterogeneity can introduce bias. Conversely, estimating individual coefficients for each cross-sectional unit is inefficient and may lead to high uncertainty. This package addresses the issue of unobservable group structures by implementing the pairwise adaptive group fused Lasso (PAGFL) by Mehrabani (2023) <doi:10.1016/j.jeconom.2022.12.002>. PAGFL identifies latent group structures and group-specific coefficients in a single step. On top of that, we extend the PAGFL to time-varying coefficient functions.
Version: | 1.1.1 |
Depends: | R (≥ 3.5.0) |
Imports: | Rcpp, lifecycle, ggplot2, RcppParallel |
LinkingTo: | Rcpp, RcppArmadillo, RcppParallel |
Suggests: | testthat (≥ 3.0.0) |
Published: | 2024-07-23 |
DOI: | 10.32614/CRAN.package.PAGFL |
Author: | Paul Haimerl |
Maintainer: | Paul Haimerl <p.haimerl at student.maastrichtuniversity.nl> |
BugReports: | https://github.com/Paul-Haimerl/PAGFL/issues |
License: | AGPL (≥ 3) |
URL: | https://github.com/Paul-Haimerl/PAGFL |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | PAGFL results |
Reference manual: | PAGFL.pdf |
Package source: | PAGFL_1.1.1.tar.gz |
Windows binaries: | r-devel: PAGFL_1.1.1.zip, r-release: PAGFL_1.1.1.zip, r-oldrel: PAGFL_1.1.1.zip |
macOS binaries: | r-release (arm64): PAGFL_1.1.1.tgz, r-oldrel (arm64): PAGFL_1.1.1.tgz, r-release (x86_64): PAGFL_1.1.1.tgz, r-oldrel (x86_64): PAGFL_1.1.1.tgz |
Old sources: | PAGFL archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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