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HeckmanEM

Fit Normal, Student-t or Contaminated Normal Heckman Selection Models

v0.2-2 · Jun 2, 2025 · GPL-2

Description

It performs maximum likelihood estimation for the Heckman selection model (Normal, Student-t or Contaminated normal) using an EM-algorithm <doi:10.1016/j.jmva.2021.104737>. It also performs influence diagnostic through global and local influence for four possible perturbation schema.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies mvtnorm sampleSelection MomTrunc (>= 5.79) PerformanceAnalytics ggplot2 HeckmanEM

Version History

new 0.2-2 Mar 10, 2026
updated 0.2-2 ← 0.2-1 diff Jun 1, 2025
updated 0.2-1 ← 0.2-0 diff Apr 6, 2024
updated 0.2-0 ← 0.1.3 diff Jun 10, 2023
updated 0.1.3 ← 0.1.2 diff Sep 11, 2022
updated 0.1.2 ← 0.1.1 diff May 18, 2021
new 0.1.1 Nov 19, 2020