Package: valueprhr 0.1.0

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

Provides tools for analyzing the relationship between direct prices (based on labor values) and prices of production using Bayesian generalized linear models, panel data methods, partial least squares regression, canonical correlation analysis, and panel vector autoregression. Includes functions for model comparison, out-of-sample validation, and structural break detection. Here, methods use raw accounting data with explicit temporal structure, following Gomez Julian (2023) <doi:10.17605/OSF.IO/7J8KF> and standard econometric techniques for panel data analysis.

Authors:Jose Mauricio Gomez Julian [aut, cre]

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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
valueprhr/json (API)

# Install 'valueprhr' in R:

install.packages('valueprhr', repos = c('https://isadorenabi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/isadorenabi/valueprhr/issues

On CRAN:

econometrics political-economy

4.00 score 5 scripts 303 downloads 41 exports 1 dependencies

Last updated from:642985f4f6. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	144
source / vignettes	OK	253
linux-release	OK	155
macos-release	OK	110
macos-oldrel	OK	110
windows-devel	OK	99
windows-release	OK	115
windows-oldrel	OK	75
wasm-release	OK	160

Exports:aggregate_to_timeseries calculate_mode check_package compare_models compute_oos_degradation compute_r2 create_mundlak_data evaluate_insample export_results_csv extract_cca_loadings extract_pls_importance extract_sector_coefficients fit_aggregated_var fit_bayesian_glm_sectors fit_bayesian_hierarchical fit_mundlak_cre fit_panel_var fit_pls_multivariate fit_twoway_fe format_break_results generate_analysis_summary get_r2_values interpret_break_tests leave_one_sector_out panel_granger_test predict_pls prepare_log_matrices prepare_panel_data print_analysis_summary robust_summary rolling_window_cv run_cca_var_analysis run_full_analysis run_sparse_cca safe_mae safe_pct safe_rmse summarize_cv_results test_mundlak_specification test_structural_breaks validate_panel_data

Dependencies:Metrics

Introduction to valueprhr

Rendered fromintroduction.Rmdusingknitr::rmarkdown

Last update: 2025-12-09
Started: 2025-12-09

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

Package: valueprhr 0.1.0

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

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