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✨
card.svg |card.png
curvir/json (API)
NEWS

# 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 194 downloads 9 exports 49 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE160
source / vignettesOK178
linux-release-x86_64NOTE155
macos-release-arm64NOTE124
macos-oldrel-arm64NOTE112
windows-develNOTE131
windows-releaseNOTE110
windows-oldrelNOTE108
wasm-releaseOK100

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmeotelpbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable