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
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: infometrics_0.3.0.zip, r-release: not available, r-oldrel: infometrics_0.3.0.zip
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

Linking:

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