RationalExp
0.2.2Rationalizing Rational Expectations. Tests and Deviations
Overview
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.
Install
Health
NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
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}
| ^- NOTE13 NOTE2026-06-27
- WARNING12 NOTE, 1 WARNING2026-06-14
- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 10
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 20%
- Documented parameters
- 99%
- Return-value docs
- 60%
- Help pages citing references
- 20%
Downloads
Dependencies
Installing RationalExp adds 2 packages (0 with compiled code, 193 KB of source tarballs). Heaviest: snowfall 173 KB, snow 20 KB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.2.2Latest
- 0.2.12018-12-28
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-12-28
- Total releases
- 2 / 8 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 210 KB
Cite
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