It is widely documented in psychology, economics and other disciplines that socio-economic agent may not pay full attention to all available alternatives, rendering standard revealed preference theory invalid. This package implements the estimation and inference procedures of Cattaneo, Ma, Masatlioglu and Suleymanov (2020) <arXiv:1712.03448> and Cattaneo, Cheung, Ma, and Masatlioglu (2022) <arXiv:2110.10650>, which utilizes standard choice data to partially identify and estimate a decision maker's preference and attention. For inference, several simulation-based critical values are provided.

Function for adapting the shape of the random walk Metropolis proposal
    as specified by robust adaptive Metropolis algorithm by Vihola (2012) <doi:10.1007/s11222-011-9269-5>. 
    The package also includes fast functions for rank-one Cholesky update and downdate.
    These functions can be used directly from R or the corresponding C++ header files 
    can be easily linked to other R packages.

Use R to interface with the 'TD Ameritrade' API <https://developer.tdameritrade.com/>.
    Functions include authentication, trading, price requests, account information, and option 
    chains. A user will need a TD brokerage account and TD Ameritrade developer app. See README 
    for authentication process and examples.

Additional matrix functionality for R including: (1) wrappers for 
    the base matrix function that allow matrices to be created from character
    strings and lists (the former is especially useful for creating block
    matrices), (2) better printing of large matrices via the generic "pretty" 
    print function, and (3) a number of convenience functions for users more
    familiar with other scientific languages like 'Julia', 'Matlab'/'Octave', or
    'Python'+'NumPy'.

Provides an efficient procedure for fitting the entire solution
    path for high-dimensional regularized quadratic generalized linear models with
    interactions effects under the strong or weak heredity constraint.