infometrics
Information-Theoretic Methods for Econometric Estimation
Implements the class of Information-Theoretic (IT) estimators for econometric models, following the unified framework of Golan (2008) <doi:10.1561/0800000004>. Provides Generalized Maximum Entropy (GME) and Generalized Cross-Entropy (GCE) estimators for linear regression, instrumental variables, one-way error-component panel data, multinomial response, matrix balancing, and first-order Markov transition matrices, together with pure and noisy inverse-problem solvers. All estimators use the concentrated (dual) formulation for computational efficiency and report normalized-entropy, entropy-ratio, and Fano-bound diagnostics.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.0 |
rolling linux/jammy R-4.5 | infometrics_0.3.0.tar.gz |
475.1 KiB |
0.3.0 |
rolling linux/noble R-4.5 | infometrics_0.3.0.tar.gz |
474.9 KiB |
0.3.0 |
rolling source/ R- | infometrics_0.3.0.tar.gz |
213.7 KiB |
0.3.0 |
latest linux/jammy R-4.5 | infometrics_0.3.0.tar.gz |
475.1 KiB |
0.3.0 |
latest linux/noble R-4.5 | infometrics_0.3.0.tar.gz |
474.9 KiB |
0.3.0 |
latest source/ R- | infometrics_0.3.0.tar.gz |
213.7 KiB |
0.3.0 |
2026-04-23 source/ R- | infometrics_0.3.0.tar.gz |
0 B |