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RationalExp

Rationalizing Rational Expectations. Tests and Deviations

v0.2.2 · Feb 8, 2019 · GPL-3

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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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)
NOTE r-devel-linux-x86_64-debian-clang

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}
       |                             ^
NOTE r-devel-linux-x86_64-debian-gcc

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}
       |                             ^
NOTE r-devel-linux-x86_64-fedora-clang

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}
       |                             ^
NOTE r-devel-linux-x86_64-fedora-gcc

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}
       |                             ^
NOTE r-devel-macos-arm64

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}
       |                             ^
NOTE r-devel-windows-x86_64

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}
       |                             ^
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-arm64

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}
       |                             ^
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

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}
       |                             ^
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

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}
       |                             ^
NOTE r-patched-linux-x86_64

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}
       |                             ^
NOTE r-release-linux-x86_64

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}
       |                             ^
NOTE r-release-macos-arm64

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}
       |                             ^
NOTE r-release-macos-x86_64

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}
       |                             ^
NOTE r-release-windows-x86_64

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}
       |                             ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

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}
       |                             ^
NOTE r-devel-linux-x86_64-debian-gcc

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}
       |                             ^
NOTE r-devel-linux-x86_64-fedora-clang

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}
       |                             ^
NOTE r-devel-linux-x86_64-fedora-gcc

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}
       |                             ^
NOTE r-devel-macos-arm64

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}
       |                             ^
NOTE r-devel-windows-x86_64

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}
       |                             ^
NOTE r-patched-linux-x86_64

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}
       |                             ^
NOTE r-release-linux-x86_64

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}
       |                             ^
NOTE r-release-macos-arm64

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}
       |                             ^
NOTE r-release-macos-x86_64

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}
       |                             ^
NOTE r-release-windows-x86_64

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}
       |                             ^
NOTE r-oldrel-macos-arm64

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}
       |                             ^
NOTE r-oldrel-macos-x86_64

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}
       |                             ^
NOTE r-oldrel-windows-x86_64

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}
       |                             ^

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies snowfall RegCombin RationalExp

Version History

new 0.2.2 Mar 9, 2026