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.

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