{
  "_id": "6a23d311530b9bc726be3cd1",
  "Package": "WALS",
  "Version": "0.2.6",
  "Date": "2025-07-11",
  "Title": "Weighted-Average Least Squares Model Averaging",
  "Authors@R": "person(\"Kevin\", \"Huynh\", email = \"kevin.huynh-dev@gmx.ch\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0002-4621-2274\"))",
  "Description": "Implements Weighted-Average Least Squares model averaging\nfor negative binomial regression models of Huynh (2024)\n<doi:10.48550/arXiv.2404.11324>, generalized linear models of\nDe Luca, Magnus, Peracchi (2018)\n<doi:10.1016/j.jeconom.2017.12.007> and linear regression\nmodels of Magnus, Powell, Pruefer (2010)\n<doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca\n(2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares\nfor the linear regression model is based on the original\n'MATLAB' code by Magnus and De Luca\n<https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar,\nMagnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca,\nMagnus (2011) <doi:10.1177/1536867X1201100402>.",
  "License": "GPL-2 | GPL-3",
  "URL": "https://github.com/kevhuy/WALS",
  "BugReports": "https://github.com/kevhuy/WALS/issues",
  "LazyData": "true",
  "RdMacros": "Rdpack",
  "Encoding": "UTF-8",
  "Roxygen": "list(markdown = TRUE)",
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  "Repository": "https://kevhuy.r-universe.dev",
  "Date/Publication": "2025-07-11 20:53:37 UTC",
  "RemoteUrl": "https://github.com/kevhuy/wals",
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  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-06-06 07:54:45 UTC",
    "User": "root"
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  "Author": "Kevin Huynh [aut, cre] (ORCID: <https://orcid.org/0000-0002-4621-2274>)",
  "Maintainer": "Kevin Huynh <kevin.huynh-dev@gmx.ch>",
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    "controlGLM",
    "controlNB",
    "familyPrior",
    "familyWALS",
    "laplace",
    "negbinFixedWALS",
    "negbinWALS",
    "poissonWALS",
    "subbotin",
    "wals",
    "walsFit",
    "walsGLM",
    "walsGLMfit",
    "walsGLMfitIterate",
    "walsNB",
    "walsNBfit",
    "walsNBfitIterate",
    "weibull"
  ],
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    {
      "name": "GrowthMP",
      "title": "Determinants of Economic Growth",
      "object": "GrowthMP",
      "class": [
        "data.frame"
      ],
      "fields": [
        "gdpgrowth",
        "lgdp60",
        "yrsopen",
        "mining",
        "primexp70",
        "invest",
        "rerd",
        "school60",
        "life60",
        "popgrowth",
        "war",
        "revcoup",
        "rights",
        "civil",
        "out",
        "capitalism",
        "colony",
        "english",
        "foreign",
        "frac",
        "protestant",
        "catholic",
        "muslim",
        "area",
        "abslat"
      ],
      "rows": 37,
      "table": true,
      "tojson": true
    },
    {
      "name": "GrowthMPP",
      "title": "Determinants of Economic Growth",
      "object": "GrowthMPP",
      "class": [
        "data.frame"
      ],
      "fields": [
        "country",
        "gdpgrowth",
        "lgdp60",
        "equipinv",
        "school60",
        "life60",
        "popgrowth",
        "law",
        "tropics",
        "avelf",
        "confucian"
      ],
      "rows": 74,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "checkSingularitySVD",
      "title": "Internal function: Check singularity of SVDed matrix",
      "topics": [
        "checkSingularitySVD"
      ]
    },
    {
      "page": "computeGamma1",
      "title": "Internal function: Compute model-averaged estimator of focus regressors in walsNB",
      "topics": [
        "computeGamma1"
      ]
    },
    {
      "page": "computeGamma1r",
      "title": "Internal function: Computes fully restricted one-step ML estimator for transformed regressors in walsNB",
      "topics": [
        "computeGamma1r"
      ]
    },
    {
      "page": "computeGammaUnSVD",
      "title": "Internal function: Computes unrestricted one-step ML estimator for transformed regressors in walsNB",
      "topics": [
        "computeGammaUnSVD"
      ]
    },
    {
      "page": "computePosterior",
      "title": "Internal function: Compute posterior mean and variance of normal location problem",
      "topics": [
        "computePosterior",
        "computePosterior.familyPrior",
        "computePosterior.familyPrior_laplace"
      ]
    },
    {
      "page": "computeX2M1X2",
      "title": "Internal function: Computes X2M1X2 for walsNB when SVD is applied to Z1",
      "topics": [
        "computeX2M1X2"
      ]
    },
    {
      "page": "controlGLM",
      "title": "Control function for initial GLM fit",
      "topics": [
        "controlGLM"
      ]
    },
    {
      "page": "controlNB",
      "title": "Control function for initial NB fit",
      "topics": [
        "controlNB"
      ]
    },
    {
      "page": "ddweibull",
      "title": "Internal function: double (reflected) Weibull density",
      "topics": [
        "ddweibull"
      ]
    },
    {
      "page": "dlaplace",
      "title": "Internal function: Laplace density",
      "topics": [
        "dlaplace"
      ]
    },
    {
      "page": "dsubbotin",
      "title": "Internal function: Subbotin density",
      "topics": [
        "dsubbotin"
      ]
    },
    {
      "page": "familyPrior",
      "title": "Family Objects for Prior Distributions in WALS",
      "topics": [
        "familyPrior",
        "familyPrior.wals",
        "familyPrior_laplace",
        "laplace",
        "print.familyPrior",
        "subbotin",
        "weibull"
      ]
    },
    {
      "page": "familyWALS",
      "title": "Extended Family Objects for Models",
      "topics": [
        "binomialWALS",
        "familyNBWALS",
        "familyWALS",
        "familyWALS.walsGLM",
        "familyWALScount",
        "negbinFixedWALS",
        "negbinWALS",
        "poissonWALS"
      ]
    },
    {
      "page": "fitNB2",
      "title": "Internal function: Fits a NB2 regression via maximum likelihood with log-link for mean and dispersion parameter.",
      "topics": [
        "fitNB2"
      ]
    },
    {
      "page": "gammaToBeta",
      "title": "Internal function: Transform gammas back to betas",
      "topics": [
        "gammaToBeta"
      ]
    },
    {
      "page": "GrowthMP",
      "title": "Determinants of Economic Growth",
      "topics": [
        "GrowthMP"
      ]
    },
    {
      "page": "GrowthMPP",
      "title": "Determinants of Economic Growth",
      "topics": [
        "GrowthMPP"
      ]
    },
    {
      "page": "negativeBinomial",
      "title": "Negative binomial family",
      "topics": [
        "negativeBinomial"
      ]
    },
    {
      "page": "predict.wals",
      "title": "Methods for wals and walsMatrix Objects",
      "topics": [
        "coef.wals",
        "fitted.wals",
        "model.matrix.wals",
        "nobs.wals",
        "predict.wals",
        "predict.walsMatrix",
        "print.summary.wals",
        "print.wals",
        "residuals.wals",
        "summary.wals",
        "terms.wals",
        "vcov.wals"
      ]
    },
    {
      "page": "predict.walsGLM",
      "title": "Methods for walsGLM, walsGLMmatrix, walsNB and walsNBmatrix Objects",
      "topics": [
        "logLik.walsGLM",
        "predict.walsGLM",
        "predict.walsGLMmatrix",
        "print.summary.walsGLM",
        "print.summary.walsNB",
        "print.walsGLM",
        "residuals.walsGLM",
        "summary.walsGLM",
        "summary.walsNB"
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    },
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      "page": "predictCounts",
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      "topics": [
        "predictCounts",
        "predictCounts.familyWALScount"
      ]
    },
    {
      "page": "semiorthogonalize",
      "title": "Internal function: Semiorthogonal-type transformation of X2 to Z2",
      "topics": [
        "semiorthogonalize"
      ]
    },
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      "title": "Internal function: first derivatives of NB2 PMF",
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        "snbinom"
      ]
    },
    {
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      "title": "Internal function: Uses SVD components to compute final estimate via Sherman-Morrison-Woodbury formula.",
      "topics": [
        "svdLSplus"
      ]
    },
    {
      "page": "vcov.walsNB",
      "title": "Calculate Variance-Covariance Matrix for a '\"walsNB\"' object",
      "topics": [
        "vcov.walsNB"
      ]
    },
    {
      "page": "wals",
      "title": "Weighted-Average Least Squares for linear regression models",
      "topics": [
        "wals",
        "wals.default",
        "wals.formula",
        "wals.matrix"
      ]
    },
    {
      "page": "walsFit",
      "title": "Fitter function for Weighted Average Least Squares estimation",
      "topics": [
        "walsFit"
      ]
    },
    {
      "page": "walsGLM",
      "title": "Weighted Average Least Squares for Generalized Linear Models",
      "topics": [
        "walsGLM",
        "walsGLM.default",
        "walsGLM.formula",
        "walsGLM.matrix",
        "walsGLMmatrix"
      ]
    },
    {
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      "topics": [
        "walsGLMfit"
      ]
    },
    {
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      "title": "Iteratively fitting walsGLM, internal function for walsGLM.formula and walsGLM.matrix.",
      "topics": [
        "walsGLMfitIterate"
      ]
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    {
      "page": "walsNB",
      "title": "Weighted-Average Least Squares for Negative Binomial Regression",
      "topics": [
        "walsNB",
        "walsNB.default",
        "walsNB.formula",
        "walsNB.matrix",
        "walsNBmatrix"
      ]
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    {
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      "title": "Fitter function for Weighted Average Least Squares estimation of NB2 regression model",
      "topics": [
        "walsNBfit"
      ]
    },
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      "title": "Iteratively fitting walsNB, internal function for walsNB.formula and walsNB.matrix.",
      "topics": [
        "walsNBfitIterate"
      ]
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