Latent group structures are a common challenge in panel data analysis. Disregarding group-level heterogeneity can introduce bias. Conversely, estimating individual coefficients for each cross-sectional unit is inefficient and may lead to high uncertainty. This package addresses the issue of unobservable group structures by implementing the pairwise adaptive group fused Lasso (PAGFL) by Mehrabani (2023) <doi:10.1016/j.jeconom.2022.12.002>. PAGFL identifies latent group structures and group-specific coefficients in a single step. On top of that, we extend the PAGFL to time-varying coefficient functions.
Version: 1.1.3 Depends: R (≥ 3.5.0) Imports: Rcpp, lifecycle, ggplot2, RcppParallel LinkingTo: Rcpp, RcppArmadillo, RcppParallel, RcppThread Suggests: testthat (≥ 3.0.0) Published: 2025-02-20 DOI: 10.32614/CRAN.package.PAGFL Author: Paul Haimerl [aut, cre], Stephan Smeekes [ctb], Ines Wilms [ctb], Ali Mehrabani [ctb] Maintainer: Paul Haimerl <paul.haimerl at econ.au.dk> BugReports: https://github.com/Paul-Haimerl/PAGFL/issues License: AGPL (≥ 3) URL: https://github.com/Paul-Haimerl/PAGFL NeedsCompilation: yes Materials: README NEWS CRAN checks: PAGFL results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=PAGFL to link to this page.
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