R: Value-Price Analysis with Bayesian and Panel Data Methods

# Value-Price Analysis with Bayesian and Panel Data Methods

## Documentation for package ‘valueprhr’ version 0.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

aggregate_to_timeseries | Create Time-Series Aggregated Data
bayesian_glm | Bayesian Generalized Linear Models for Sector Analysis
calculate_mode | Calculate Mode Using Kernel Density Estimation
cca_pvar | Canonical Correlation Analysis and Panel VAR
check_package | Check if Required Package is Available
compare_models | Compare All Models
compute_oos_degradation | Compute OOS Degradation
compute_r2 | Compute In-Sample R-squared
create_mundlak_data | Create Mundlak-Transformed Panel Data
data_preparation | Data Preparation Functions
evaluate_insample | Evaluate In-Sample Model Performance
export_results_csv | Export Results to CSV
extract_cca_loadings | Extract Top CCA Loadings
extract_pls_importance | Extract PLS Variable Importance
extract_sector_coefficients | Extract Sector Coefficients
fit_aggregated_var | Fit Aggregated VAR Model
fit_bayesian_glm_sectors | Fit Bayesian GLM for Each Sector
fit_bayesian_hierarchical | Fit Bayesian Hierarchical Panel Model
fit_mundlak_cre | Fit Mundlak Correlated Random Effects Model
fit_panel_var | Fit Panel VAR Model
fit_pls_multivariate | Fit PLS Regression with Cross-Validation Component Selection
fit_twoway_fe | Fit Two-Way Fixed Effects Panel Model
format_break_results | Format Structural Break Results
generate_analysis_summary | Generate Comprehensive Analysis Summary
get_r2_values | Extract R-squared Values from rstanarm Model
interpret_break_tests | Interpret Break Test Results
leave_one_sector_out | Leave-One-Sector-Out Cross-Validation
panel_granger_test | Panel Granger Causality Test (Dumitrescu-Hurlin)
panel_models | Panel Data Models for Value-Price Analysis
pls_analysis | Partial Least Squares Regression Analysis
predict_pls | Predict from PLS Model
prepare_log_matrices | Prepare Log-Transformed Matrices
prepare_panel_data | Prepare Panel Data from Wide Format Matrices
print_analysis_summary | Print Analysis Summary
robust_summary | Robust Summary Statistics with Bootstrap Confidence Intervals
rolling_window_cv | Rolling Window Cross-Validation
run_cca_var_analysis | Run Complete CCA and VAR Analysis
run_full_analysis | Run Complete Analysis Pipeline
run_sparse_cca | Run Sparse CCA with PCA Preprocessing
safe_mae | Safe MAE Calculation
safe_pct | Safe Percentage Calculation
safe_rmse | Safe RMSE Calculation
structural_breaks | Structural Break Tests
summarize_cv_results | Summarize Rolling Window Results
summary_comparison | Model Comparison and Summary Functions
test_mundlak_specification | Test Mundlak Specification
test_structural_breaks | Test for Structural Breaks
utils | Utility Functions for Value-Price Analysis
validate_panel_data | Validate Panel Data Structure
validation | Out-of-Sample Validation Functions