CRAN/E | curvir

curvir

Specify Reserve Demand Curves

Installation

About

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) .

Key Metrics

Version 0.1.1
R ≥ 3.5.0
Published 2023-11-24 156 days ago
Needs compilation? no
License GPL-3
CRAN checks curvir results

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Maintainer

Maintainer

Nikolaos Kourentzes

nikolaos@kourentzes.com

Authors

Nikolaos Kourentzes

aut / cre

Zhuohui Chen

aut

Romain Veyrune

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0

Imports

RColorBrewer
abind
cvTools
pbapply
pso
mgcv
qgam
quantregForest
randomForest