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bivarhr (version 0.1.5)

build_design: Build Design Matrices for Bivariate Hurdle Model

Description

Constructs design matrices for the zero and count components of both outcome variables with cross-lags, trends, regimes, transition dummies, and control variables.

Usage

build_design(
  DT,
  k,
  include_C_to_I = TRUE,
  include_I_to_C = TRUE,
  include_trend = TRUE,
  controls = character(0),
  include_regimes = TRUE,
  include_transitions = TRUE
)

Value

A list containing design matrices and outcome vectors.

Arguments

DT

A data.table with required columns.

k

Integer; lag order.

include_C_to_I

Logical; include C lags in I equations.

include_I_to_C

Logical; include I lags in C equations.

include_trend

Logical; include polynomial time trend.

controls

Character vector of control variable names.

include_regimes

Logical; include regime dummies.

include_transitions

Logical; include transition dummies.