sovereign: State-Dependent Empirical Analysis
A set of tools for state-dependent
empirical analysis through both VAR- and local projection-based
state-dependent forecasts, impulse response functions,
historical decompositions, and forecast error variance decompositions.
| Version: |
1.2.1 |
| Imports: |
broom, dplyr, future, furrr, ggplot2, gridExtra, lmtest, lubridate, magrittr, mclust, purrr, randomForest, sandwich, stats, stringr, strucchange, tidyr, xts, zoo |
| Suggests: |
testthat, knitr, rmarkdown, quantmod, covr |
| Published: |
2022-01-04 |
| DOI: |
10.32614/CRAN.package.sovereign |
| Author: |
Tyler J. Pike [aut, cre] |
| Maintainer: |
Tyler J. Pike <tjpike7 at gmail.com> |
| BugReports: |
https://github.com/tylerJPike/sovereign/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/tylerJPike/sovereign,
https://tylerjpike.github.io/sovereign/ |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
sovereign results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sovereign
to link to this page.