HeckmanEM
Fit Normal, Student-t or Contaminated Normal Heckman Selection Models
It performs maximum likelihood estimation for the Heckman selection model (Normal, Student-t or Contaminated normal) using an EM-algorithm <doi:10.1016/j.jmva.2021.104737>. It also performs influence diagnostic through global and local influence for four possible perturbation schema.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2-2 |
rolling source/ R- | HeckmanEM_0.2-2.tar.gz |
21.4 KiB |
0.2-2 |
rolling linux/jammy R-4.5 | HeckmanEM_0.2-2.tar.gz |
136.5 KiB |
0.2-2 |
rolling linux/noble R-4.5 | HeckmanEM_0.2-2.tar.gz |
136.5 KiB |
0.2-2 |
latest source/ R- | HeckmanEM_0.2-2.tar.gz |
21.4 KiB |
0.2-2 |
latest linux/jammy R-4.5 | HeckmanEM_0.2-2.tar.gz |
136.5 KiB |
0.2-2 |
latest linux/noble R-4.5 | HeckmanEM_0.2-2.tar.gz |
136.5 KiB |
0.2-2 |
2026-04-23 source/ R- | HeckmanEM_0.2-2.tar.gz |
21.4 KiB |
0.2-2 |
2026-04-09 windows/windows R-4.5 | HeckmanEM_0.2-2.zip |
139.2 KiB |
0.2-1 |
2025-04-20 source/ R- | HeckmanEM_0.2-1.tar.gz |
20.2 KiB |
Dependencies (latest)
Imports
- mvtnorm (>= 1.1-0)
- sampleSelection (>= 1.2-6)
- MomTrunc (>= 5.79)
- PerformanceAnalytics (>= 2.0.4)
- ggplot2
- methods