Information-Theoretic Methods for Econometric Estimation

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Documentation for package ‘infometrics’ version 0.3.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

coef.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
coef.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
coef.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
coef.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
coef.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
coef.matrix_ce	Cross-Entropy Matrix Balancing
coef.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
default_supports	Default Support Spaces from OLS
fano_bounds	Information-Theoretic (Fano) Error Bounds
fano_bounds.inverse_ce	Fano Error Bounds for a Pure Inverse-Problem (Cross-Entropy) Fit
fano_bounds.inverse_noise	Fano Error Bounds for a Noisy Inverse-Problem (GME/GCE) Fit
fano_bounds.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
fano_bounds.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
fano_bounds.mixed_gce	Fano Error Bounds for a Mixed GCE Fit
fano_bounds.multinomial_gce	Fano Error Bounds for a Multinomial GCE Fit
fitted.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
fitted.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
fitted.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
fitted.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
fitted.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
fitted.matrix_ce	Cross-Entropy Matrix Balancing
fitted.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
linreg_iv	Stochastic-Moments GME Estimator for IV Regression
make_support	Construct a Symmetric Support Space
margins	Marginal Effects
margins.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
margins.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
margins.mixed_gce	Marginal Effects for a Mixed GCE Fit
margins.multinomial_gce	Marginal Effects for a Multinomial GCE Fit
markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
matrix_ce	Cross-Entropy Matrix Balancing
matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
mixed_gce	Doubly-Reparameterized Generalized Cross-Entropy Mixed Model
multinomial_gce	nu-Weighted Generalized Cross-Entropy Multinomial Estimator (matrix interface)
normalize_data	Normalize a numeric vector to [0, 1]
panel_gce	Dual GCE Estimator for the One-Way Error-Components Panel Model
predict.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
print.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
print.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
print.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
print.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
print.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
print.matrix_ce	Cross-Entropy Matrix Balancing
print.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
print.summary.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
print.summary.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
print.summary.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
print.summary.matrix_ce	Cross-Entropy Matrix Balancing
print.summary.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
residuals.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
residuals.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
residuals.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
residuals.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
residuals.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
residuals.matrix_ce	Cross-Entropy Matrix Balancing
residuals.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
shannon_entropy	Shannon Entropy
summary.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
summary.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
summary.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)
summary.markov_ce	Cross-Entropy Estimation of a Markov Transition/Balancing Matrix (Panel)
summary.markov_gce	Generalized Cross-Entropy Estimation of a Markov Matrix with Noisy Moments
summary.matrix_ce	Cross-Entropy Matrix Balancing
summary.matrix_gce	Generalized Cross-Entropy Matrix Balancing (Stochastic Moments)
vcov.inverse_ce	Pure Inverse Problem via Cross-Entropy (Formula Interface)
vcov.inverse_noise	Noisy Inverse Problem via Generalized Cross-Entropy (Formula Interface)
vcov.linreg	Generalized Cross-Entropy Linear Regression (Formula Interface)