RationalExp
Rationalizing Rational Expectations. Tests and Deviations
Description
We implement a test of the rational expectations hypothesis based on the marginal distributions of realizations and subjective beliefs from D'Haultfoeuille, Gaillac, and Maurel (2018) <doi:10.3386/w25274>. This test can be used in cases where realizations and subjective beliefs are observed in two different datasets that cannot be matched, or when they are observed in the same dataset. The package also computes the estimator of the minimal deviations from rational expectations than can be rationalized by the data.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (17 non-OK)
Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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LazyData
'LazyData' is specified without a 'data' directory
Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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LazyData
'LazyData' is specified without a 'data' directory
Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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LazyData
'LazyData' is specified without a 'data' directory
Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
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checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
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Rd files
checkRd: (-1) S1.Rd:10: Lost braces; missing escapes or markup?
10 | \item{m_bar}{the sample vector of moments for a specified vector $(h_{a,r},y)$}
| ^
checkRd: (-1) S1.Rd:16: Lost braces; missing escapes or markup?
16 | \item{N_k}{index of the $ h_{a,r}$ function considered}
| ^