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 262 downloads 9 exports 49 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE168
source / vignettesOK203
linux-release-x86_64NOTE171
macos-release-arm64NOTE142
macos-oldrel-arm64NOTE135
windows-develNOTE102
windows-releaseNOTE103
windows-oldrelNOTE116
wasm-releaseOK110

Exports:curvecurveoptcurvepredcvfitcvfitplotcvnpcurveinvcurvenpcurvevarselect

Dependencies:abindbase64encbslibcachemclicodetoolscommonmarkcvToolsDEoptimRdigestdoParallelfastmapfontawesomeforeachfsgluehtmltoolshttpuviteratorsjquerylibjsonlitelaterlatticelifecyclemagrittrMatrixmemoisemgcvmimenlmeotelpbapplyplyrpromisespsoqgamquantregForestR6randomForestrappdirsRColorBrewerRcpprlangrobustbasesassshinysourcetoolswithrxtable