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-any)curvir_0.1.2.zip(r-4.6-any)curvir_0.1.2.zip(r-4.5-any)
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 296 downloads 9 exports 49 dependencies

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

TargetResultTimeFilesSyslog
linux-develNOTE149
source / vignettesOK156
linux-releaseNOTE151
macos-releaseNOTE138
macos-oldrelNOTE117
windows-develNOTE101
windows-releaseNOTE123
windows-oldrelNOTE110
wasm-releaseOK89

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmeotelpbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable