Package: phoring 0.1.0

phoring: Unified Econometric Estimation, Specification Testing, and Diagnostics

A unified econometric toolkit providing automated specification testing, robust covariance estimation, and publication-grade academic visualizations. Implements ordinary and weighted least squares with robust, cluster-robust, and heteroskedasticity and autocorrelation consistent (HAC) standard errors; instrumental variables two-stage least squares (2SLS); panel data estimators (within fixed effects, two-way fixed effects, random effects GLS, first differences); binary response models (logit and probit with average marginal effects); tobit censored regression; count models (Poisson and negative binomial); causal inference methods (difference-in-differences, sharp regression discontinuity); quantile regression; dynamic time series models (autoregressive distributed lag, Koyck distributed lag, Prais-Winsten AR(1), error correction models, vector autoregression); and time series unit root batteries (augmented Dickey-Fuller, Phillips-Perron, KPSS, Engle-Granger cointegration, Granger causality, ARCH). Estimation routines integrate comprehensive diagnostic batteries, parameter stability tests, and academic visualizations with zero external package dependencies.

Authors:Md. Abid Siddique Emon [aut, cre]

phoring_0.1.0.tar.gz
phoring_0.1.0.zip(r-4.7-any)phoring_0.1.0.zip(r-4.6-any)phoring_0.1.0.zip(r-4.5-any)
phoring_0.1.0.tgz(r-4.6-any)phoring_0.1.0.tgz(r-4.5-any)
phoring_0.1.0.tar.gz(r-4.7-any)phoring_0.1.0.tar.gz(r-4.6-any)
phoring_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
phoring/json (API)

# Install 'phoring' in R:
install.packages('phoring', repos = c('https://abidsiddique.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/abidsiddique/phoring/issues

Datasets:

On CRAN:

Conda:

3.00 score 31 exports 0 dependencies

Last updated from:f70278bac8. Checks:8 OK, 1 ERROR. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK152
source / vignettesERROR273
linux-releaseOK120
macos-releaseOK150
macos-oldrelOK196
windows-develOK80
windows-releaseOK87
windows-oldrelOK76
wasm-releaseOK67

Exports:arch_testardlchow_testcointcorrcount_regdescdiagnosticsdiddurbin_hecmecon_plotgq_testgrangerinterpretivj_testkoycklogitoutlierspanelprais_winstenprobitqregrddregtest_hyptobitunit_rootvar_modelword_table

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Autoregressive Conditional Heteroskedasticity (ARCH) Testarch_test
Autoregressive Distributed Lag (ARDL) Modelardl
Chow Test for Parameter Stability and Structural Breakschow_test
Engle-Granger Cointegration Testcoint
Returns to Schooling and Proximity to College Datasetcollege_distance
Correlation Matrix with Significance Starscorr
Count Data Models (Poisson and Negative Binomial Regression)count_reg
County-Level Crime Rates Panel Datasetcrime_panel
Publication-Ready Summary Statistics and Covariate Balance for Economicsdesc
Econometric Diagnostic Testsdiagnostics
Difference-in-Differences (DiD) Policy Evaluationdid
Durbin's h Test for Autocorrelation in Autoregressive Modelsdurbin_h
Dynamic Econometric Models: Koyck, Durbin's h, Prais-Winsten, ECM, and VARdynamics
Error Correction Model (ECM)ecm
Academic Publication-Quality Econometric Diagnostic Plotsecon_plot plot.econ_reg
Corporate Investment Panel Dataset (Grunfeld Style)firm_investment
Goldfeld-Quandt Test for Heteroskedasticitygq_test
Bidirectional Granger Causality Testgranger
Hedonic Housing Prices and Urban Environmental Qualityhouse_prices
Plain-English Econometric Model Interpretationinterpret
Instrumental Variables (2SLS) Regression with Automated Diagnosticsiv
Davidson-MacKinnon J-Test for Non-Nested Modelsj_test
Koyck Distributed Lag Modelkoyck
Female Labor Force Participation Dataset (Mroz Style)labor_supply
Binary Choice Models (Logit and Probit) with Marginal Effectslogit probit
Quarterly Macroeconomic Time Series (Phillips Curve)macro_data
State Minimum Wage Policy Evaluation (Card & Krueger DiD)min_wage
Detect Outliers and Influential Observations in Regression Modelsoutliers
Comprehensive Panel Data Econometrics with Two-Way FE and Specification Testspanel
Plot Autoregressive Conditional Heteroskedasticity (ARCH) Diagnosticsplot.econ_arch
Plot Autoregressive Distributed Lag (ARDL) Model Diagnosticsplot.econ_ardl
Plot Chow Structural Break Testplot.econ_chow
Plot Cointegration and Long-Run Equilibrium Diagnosticsplot.econ_coint
Plot Correlation Matrix Heatmapplot.econ_corr
Plot Count Model Diagnostics (Poisson / NegBin)plot.econ_count
Plot Descriptive Distributionsplot.econ_desc
Plot Covariate Balance Love Plotplot.econ_desc_balance
Plot Comprehensive Econometric Diagnostics Dashboardplot.econ_diagnostics
Plot Difference-in-Differences (DiD) Trajectories and Diagnosticsplot.econ_did
Plot Durbin's h Autoregressive Serial Correlation Testplot.econ_durbin_h
Plot Error Correction Model (ECM) Diagnosticsplot.econ_ecm
Plot Goldfeld-Quandt Heteroskedasticity Testplot.econ_gq
Plot Granger Causality Diagnosticsplot.econ_granger
Plot General Linear Hypothesis & Wald Testplot.econ_hyp
Plot Instrumental Variables 2SLS Modelplot.econ_iv
Plot Davidson-MacKinnon J-Testplot.econ_jtest
Plot Koyck Distributed Lag Multipliers and Diagnosticsplot.econ_koyck
Plot Binary Outcome (Logit/Probit) Model Diagnosticsplot.econ_logit
Plot Influential Outliers & Leverage Diagnosticsplot.econ_outliers
Plot Panel Data Regression Diagnosticsplot.econ_panel
Plot Prais-Winsten / Cochrane-Orcutt AR(1) Diagnosticsplot.econ_prais
Plot Quantile Regression Processplot.econ_qreg
Plot Sharp Regression Discontinuity (RDD) Diagnosticsplot.econ_rdd
Plot Tobit Censored Regression Diagnosticsplot.econ_tobit
Plot Unit Root and Stationarity Testsplot.econ_unit_root
Plot Vector Autoregression (VAR) Diagnostics and Dynamicsplot.econ_var
Prais-Winsten & Cochrane-Orcutt FGLS Autocorrelation Correctionprais_winsten
Quantile Regression Across the Distributionqreg
Sharp Regression Discontinuity Design (RDD)rdd
One-Command Econometric Regression with Automated Diagnosticsreg
General Linear Hypothesis & Wald F-Testtest_hyp
Complete Time Series Econometric Toolkittimeseries
Censored Regression (Tobit Model) with McDonald-Moffitt Decompositiontobit
Multi-Test Stationarity Battery (ADF, Phillips-Perron, KPSS)unit_root
Vector Autoregression (VAR) Modelvar_model
Cross-Sectional and Panel Wage Determination Datasetwage_data
Side-by-Side Model Comparison & Word Table Exportword_table