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Applied Econometrics with R

Functions, data sets, examples, demos, and vignettes for the book
Christian Kleiber and Achim Zeileis (2008),
Applied Econometrics with R, Springer-Verlag, New York.
ISBN 978-0-387-77316-2.

S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)

An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with ts and base R by providing methods to extend standard generics.

Robust Covariance Matrix Estimators

Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic
robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC)
covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC)
covariances for time series data (such as Andrews' kernel HAC, Newey-West, and WEAVE estimators);
clustered covariances (one-way and multi-way); panel and panel-corrected covariances;
outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are
applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted
to other classes through S3 methods. Details can be found in Zeileis et al. (2020)

Extended Model Formulas

Infrastructure for extended formulas with multiple parts on the
right-hand side and/or multiple responses on the left-hand side
(see

A Toolbox for Manipulating and Assessing Colors and Palettes

Carries out mapping between assorted color spaces including RGB, HSV, HLS,
CIEXYZ, CIELUV, HCL (polar CIELUV), CIELAB, and polar CIELAB.
Qualitative, sequential, and diverging color palettes based on HCL colors
are provided along with corresponding ggplot2 color scales.
Color palette choice is aided by an interactive app (with either a Tcl/Tk
or a shiny graphical user interface) and shiny apps with an HCL color picker and a
color vision deficiency emulator. Plotting functions for displaying
and assessing palettes include color swatches, visualizations of the
HCL space, and trajectories in HCL and/or RGB spectrum. Color manipulation
functions include: desaturation, lightening/darkening, mixing, and
simulation of color vision deficiencies (deutanomaly, protanomaly, tritanomaly).
Details can be found on the project web page at < https://colorspace.R-Forge.R-project.org/>
and in the accompanying scientific paper: Zeileis et al. (2020, Journal of Statistical
Software,

Testing Linear Regression Models

A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furthermore, some generic tools for inference in parametric models are provided.

Trellis Graphics for R

A powerful and elegant high-level data visualization system inspired by Trellis graphics, with an emphasis on multivariate data. Lattice is sufficient for typical graphics needs, and is also flexible enough to handle most nonstandard requirements. See ?Lattice for an introduction.

Beta Regression

Beta regression for modeling beta-distributed dependent variables on the open unit interval (0, 1),
e.g., rates and proportions, see Cribari-Neto and Zeileis (2010)

Measuring Inequality, Concentration, and Poverty

Inequality, concentration, and poverty measures. Lorenz curves (empirical and theoretical).

Testing, Monitoring, and Dating Structural Changes

Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.