返回R语言prodest包函数列表

函数的作用是：至少接受6个对象（id、time、output、free、state和proxy变量），并返回一个S3类prod对象，其中包含三个元素：（i）模型相关对象的列表，（ii）第一阶段残差的估计和估计向量中使用的数据的列表，以及（iii）估计参数和参数的列表他们的引导标准错误。

prodestACF(Y, fX, sX, pX, idvar, timevar, R = 20, cX = NULL, opt = 'optim', theta0 = NULL, cluster = NULL)

Y : 增值日志输出的向量。

require(prodest)

## Chilean data on production.The full version is Publicly available at ## http://www.ine.cl/canales/chile_estadistico/estadisticas_economicas/industria/ ## series_estadisticas/series_estadisticas_enia.php

data(chilean)

# we fit a model with two free (skilled and unskilled), one state (capital) # and one proxy variable (electricity)

ACF.fit < - prodestACF(chilean$Y, fX = cbind(chilean$fX1, chilean$fX2), chilean$sX, chilean$pX, chilean$idvar, chilean$timevar, theta0 = c(.5,.5,.5), R = 5)

set.seed(154673) ACF.fit.solnp < - prodestACF(chilean$Y, fX = cbind(chilean$fX1, chilean$fX2), chilean$sX, chilean$pX, chilean$idvar, chilean$timevar, theta0 = c(.5,.5,.5), opt = 'solnp')

# run the same regression in parallel # nCores < - as.numeric(Sys.getenv("NUMBER_OF_PROCESSORS")) # Windows systems nCores < - 3 cl < - makeCluster(getOption("cl.cores", nCores - 1)) set.seed(154673) ACF.fit.par < - prodestACF(chilean$Y, fX = cbind(chilean$fX1, chilean$fX2), chilean$sX, chilean$pX, chilean$idvar, chilean$timevar, theta0 = c(.5,.5,.5), cluster = cl) stopCluster(cl)

# show results coef(ACF.fit) coef(ACF.fit.solnp)

# show results in .tex tabular format printProd(list(ACF.fit, ACF.fit.solnp))