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.

Version: 0.3.0
Depends: R (≥ 4.1.0)
Imports: stats
Suggests: bookdown, knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-09-10
DOI: 10.32614/CRAN.package.infometrics (may not be active yet)
Author: Ganbaatar Jambal [aut, cre]
Maintainer: Ganbaatar Jambal <jg3169a at gmail.com>
BugReports: https://github.com/GenMaxEnt/infometrics_R/issues
License: GPL-3
URL: https://github.com/GenMaxEnt/infometrics_R
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: infometrics results

Documentation:

Reference manual: infometrics.html , infometrics.pdf
Vignettes: Generalized Maximum Entropy and Cross-Entropy for the Linear Model (source, R code)
Pure Inverse Problems: Maximum Entropy and Cross-Entropy (source, R code)

Downloads:

Package source: infometrics_0.3.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): infometrics_0.3.0.tgz, r-release (x86_64): infometrics_0.3.0.tgz, r-oldrel (x86_64): infometrics_0.3.0.tgz

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