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]

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curvir.pdf |curvir.html✨
curvir/json (API)
NEWS

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

Peer review:

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

Datasets:
  • ecb - ECB excess reserve data

On CRAN:

3.00 score 2 stars 213 downloads 9 exports 49 dependencies

Last updated 12 months agofrom:30d2efefdc. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-winNOTENov 23 2024
R-4.5-linuxNOTENov 23 2024
R-4.4-winNOTENov 23 2024
R-4.4-macNOTENov 23 2024
R-4.3-winNOTENov 23 2024
R-4.3-macNOTENov 23 2024

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcrayoncvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmepbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable