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PSTR: Panel Smooth Transition Regression Modelling
Implements the Panel Smooth Transition Regression (PSTR) framework for nonlinear panel data modelling.
The modelling procedure consists of three stages: Specification, Estimation and Evaluation.
The package provides tools for model specification testing,
to do PSTR model estimation, and to do model evaluation.
The implemented tests allow for cluster dependence and are heteroskedasticity-consistent.
The wild bootstrap and wild cluster bootstrap tests are also implemented.
Parallel computation (as an option) is implemented in some functions, especially the bootstrap tests.
The package supports parallel computation, which is useful for large-scale bootstrap procedures.
| Version: |
2.0.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
tibble, R6, knitr, cli, ggplot2, plotly, magrittr |
| Suggests: |
rmarkdown, snowfall, testthat (≥ 3.0.0) |
| Published: |
2026-02-27 |
| DOI: |
10.32614/CRAN.package.PSTR |
| Author: |
Yukai Yang  [aut,
cre] |
| Maintainer: |
Yukai Yang <yukai.yang at statistik.uu.se> |
| BugReports: |
https://github.com/yukai-yang/PSTR/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/yukai-yang/PSTR |
| NeedsCompilation: |
no |
| Citation: |
PSTR citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
PSTR results |
Documentation:
Downloads:
Linking:
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https://CRAN.R-project.org/package=PSTR
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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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