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'))

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

Datasets:
  • ecb - ECB excess reserve data

On CRAN:

Conda:

3.00 score 2 stars 247 downloads 9 exports 49 dependencies

Last updated 1 years agofrom:30d2efefdc. Checks:1 OK, 7 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 21 2025
R-4.5-winNOTEFeb 21 2025
R-4.5-macNOTEFeb 21 2025
R-4.5-linuxNOTEFeb 21 2025
R-4.4-winNOTEFeb 21 2025
R-4.4-macNOTEFeb 21 2025
R-4.3-winNOTEFeb 21 2025
R-4.3-macNOTEFeb 21 2025

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcrayoncvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmepbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable