HeckmanEM: Fit Normal or Student-t Heckman Selection Models

Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) <doi:10.1016/j.jmva.2021.104737>.

Version: 0.1.2
Imports: mvtnorm (≥ 1.1-0), sampleSelection (≥ 1.2-6), MomTrunc (≥ 5.79), PerformanceAnalytics (≥ 2.0.4)
Published: 2021-05-19
Author: Marcos Prates [aut, cre, trl], Victor Lachos [aut], Dipak Dey [aut]
Maintainer: Marcos Prates <marcosop at est.ufmg.br>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
Citation: HeckmanEM citation info
Materials: ChangeLog
CRAN checks: HeckmanEM results

Downloads:

Reference manual: HeckmanEM.pdf
Package source: HeckmanEM_0.1.2.tar.gz
Windows binaries: r-devel: HeckmanEM_0.1.2.zip, r-release: HeckmanEM_0.1.2.zip, r-oldrel: HeckmanEM_0.1.2.zip
macOS binaries: r-release (arm64): HeckmanEM_0.1.2.tgz, r-release (x86_64): HeckmanEM_0.1.2.tgz, r-oldrel: HeckmanEM_0.1.2.tgz
Old sources: HeckmanEM archive

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