Package: curvir 0.1.2

curvir: Specify Reserve Demand Curves

Automatic specification and estimation of reserve demand curves for central bank operations. The package can help to choose the best demand curve and identify additional explanatory variables. Various plot and predict options are included. For more details, see Chen et al. (2023) <https://www.imf.org/en/Publications/WP/Issues/2023/09/01/Modeling-the-Reserve-Demand-to-Facilitate-Central-Bank-Operations-538754>.

Authors:Nikolaos Kourentzes [aut, cre], Zhuohui Chen [aut], Romain Veyrune [aut]

curvir_0.1.2.tar.gz
curvir_0.1.2.zip(r-4.7)curvir_0.1.2.zip(r-4.6)curvir_0.1.2.zip(r-4.5)
curvir_0.1.2.tgz(r-4.6-any)curvir_0.1.2.tgz(r-4.5-any)
curvir_0.1.2.tar.gz(r-4.7-any)curvir_0.1.2.tar.gz(r-4.6-any)
curvir_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
curvir/json (API)

# Install 'curvir' in R:
install.packages('curvir', repos = c('https://trnnick.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/trnnick/curvir/issues

Datasets:
  • ecb - ECB excess reserve data

On CRAN:

Conda:

2.70 score 1 stars 185 downloads 9 exports 49 dependencies

Last updated from:30d2efefdc. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE147
source / vignettesOK177
linux-release-x86_64NOTE179
macos-release-arm64NOTE113
macos-oldrel-arm64NOTE85
windows-develNOTE123
windows-releaseNOTE110
windows-oldrelNOTE121
wasm-releaseOK111

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmeotelpbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable