This package was removed from CRAN on 2021-11-01. Its history is shown below.

Reason: email to the maintainer was returned

Details below reflect version 0.1, its last release before removal.

panelAR

0.1

Estimation of Linear AR(1) Panel Data Models with Cross-Sectional Heteroskedasticity and/or Correlation

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Konstantin Kashin1 releasesCRAN page ↗

The package estimates linear models on panel data structures in the presence of AR(1)-type autocorrelation as well as panel heteroskedasticity and/or contemporaneous correlation. First, AR(1)-type autocorrelation is addressed via a two-step Prais-Winsten feasible generalized least squares (FGLS) procedure, where the autocorrelation coefficients may be panel-specific. A number of common estimators for the autocorrelation coefficient are supported. In case of panel heteroskedasticty, one can choose to use a sandwich-type robust standard error estimator with OLS or a panel weighted least squares estimator after the two-step Prais-Winsten estimator. Alternatively, if panels are both heteroskedastic and contemporaneously correlated, the package supports panel-corrected standard errors (PCSEs) as well as the Parks-Kmenta FGLS estimator.

Install

R (source archive)openSUSE (OBS)

url <- "https://cran.r-project.org/src/contrib/Archive/panelAR/panelAR_0.1.tar.gz"
pkgFile <- "panelAR_0.1.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.1) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-panelAR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 93%
Return-value docs: 100%
References docs: 10%

Downloads

Releases R versions

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Also on9 autocran83 c2d4u

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (1)

R >= 2.15.0

Imports (1)

car

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Code Composition

R 720 (57%)Rd 545 (43%)

Code characteristics

Object systems

S37

Cyclomatic complexity: 2.0 median / 31 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

15 2 exported

Complexity

4.9 avg / 31 max

Call network

15 nodes / 6 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

Datasets

Bundled datasets · 4

Name	Class	Rows × Cols	Also ships in
BrooksKurtz	data.frame	403 × 25	–
LupPon	data.frame	858 × 14	–
Rehm	data.frame	75 × 11	–
WhittenWilliams	data.frame	1,058 × 24	–

People & History

People (1)

Other (1)

Konstantin Kashin

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 4.2.0 released · 2022-04-22
archivedRemoved from CRAN
2021-11-01
email to the maintainer was returned
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
0.1
2014-02-27
R
R 3.0.0 released · 2013-04-03

Package metadata

Total releases: 1
License: GPL (>= 2) OSI
Minimum R: ≥ 2.15.0
Bundled data: 74 KB / 4 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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