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implement TIS #22

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merged 11 commits into from
Mar 17, 2024
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updating documentation of isatpanel
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moritzpschwarz committed Feb 29, 2024
commit 8060198d5f1f35c302c67eda490cfb5073357807
4 changes: 3 additions & 1 deletion R/isatpanel.R
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#' @param jiis Logical. Use Joint Impulse Indicator Saturation (Outliers are common across all units). This is essentially just a time fixed effect, but this allows selection of FE.
#' @param jsis Logical. Use Join Step Indicator Saturation (steps are common across all units). Will only be retained if time fixed effects are not included (i.e. effect = 'none' or 'individual'), as they are collinear otherwise.
#' @param fesis Logical. Use Fixed Effect Step Indicator Saturation. Constructed by multiplying a constant (1) with group Fixed Effects. Default is \code{FALSE}.
#' @param tis Logical. Use Trend Indicator Saturation. Constructed by fitting a trend for each unit from every observation. Default is \code{FALSE}.
#' @param csis Logical. Use Coefficient Step Indicator Saturation. Constructed by Default is FALSE.
#' @param cfesis Logical. Use Coefficient-Fixed Effect Indicator Saturation. Default is FALSE.
#' @param uis Matrix or List. This can be used to include a set of UIS (User Specified Indicators). Must be equal to the sample size (so it is recommended to use this only with datasets without \code{NA} values. Default is \code{NULL}. See the reference by Genaro Sucarrat (2020) below for an explanation of the UIS system.
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#' @param formula Please specify a formula argument. The dependent variable will be the left-most element, separated by a ~ symbol from the remaining regressors. Note the intercept will always be removed, if effect is not "none" - this means that if any fixed effects are specified, the intercept will always be removed.
#' @param index Specify the name of the group and time column in the format c("id", "time").
#' @param csis_var The csis method can be conducted for all (default) variables or just a subset of them. If you want to use a subset, please specify the column names of the variable in a character vector.
#' @param fesis_id The fesis method can be conducted for all (default) individuals/units (i.e. looking for breaks in individual countries) or just a subset of them (joint breaks in the coefficients for a few individuals). If you want to use a subset, please specify the individuals/units for which you want to test the stability in a character vector.
#' @param fesis_id The fesis method can be conducted for all (default) individuals/units (i.e. looking for breaks in individual countries) or just a subset of them. If you want to use a subset, please specify the individuals/units for which you want to test the stability of the fixed effect in a character vector.
#' @param tis_id The tis method can be conducted for all (default) individuals/units (i.e. looking for trends in individual countries) or just a subset of them. If you want to use a subset, please specify the individuals/units for which you want to test the trend in a character vector.
#' @param cfesis_var The cfesis method can be conducted for all variables (default) or just a subset of them. If you want to use a subset, please specify the column names of the variable in a character vector.
#' @param cfesis_id The cfesis method can be conducted for all individuals/units (default) or just a subset of them. If you want to use a subset, please specify the individuals/units to be tested in a character vector.
#' @param plot Logical. Should the final object be plotted? Default is TRUE. The output is a combination of \code{plot} and [plot_grid()] using the \code{cowplot} package.
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6 changes: 5 additions & 1 deletion man/isatpanel.Rd

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