sovereign: State-Dependent Empirical Analysis
A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.
| Version: | 1.2.1 |
| Imports: | broom,dplyr,future,furrr,ggplot2,gridExtra,lmtest,lubridate,magrittr,mclust,purrr,randomForest,sandwich, stats,stringr,strucchange,tidyr,xts,zoo |
| Suggests: | testthat,knitr,rmarkdown,quantmod,covr |
| Published: | 2022-01-04 |
| DOI: | 10.32614/CRAN.package.sovereign |
| Author: | Tyler J. Pike [aut, cre] |
| Maintainer: | Tyler J. Pike <tjpike7 at gmail.com> |
| BugReports: | https://github.com/tylerJPike/sovereign/issues |
| License: | GPL-3 |
| URL: | https://github.com/tylerJPike/sovereign,https://tylerjpike.github.io/sovereign/ |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| CRAN checks: | sovereign results |
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