Package: sovereign 1.2.1

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.

Authors:Tyler J. Pike [aut, cre]

sovereign_1.2.1.tar.gz
sovereign_1.2.1.zip(r-4.5)sovereign_1.2.1.zip(r-4.4)sovereign_1.2.1.zip(r-4.3)
sovereign_1.2.1.tgz(r-4.5-any)sovereign_1.2.1.tgz(r-4.4-any)sovereign_1.2.1.tgz(r-4.3-any)
sovereign_1.2.1.tar.gz(r-4.5-noble)sovereign_1.2.1.tar.gz(r-4.4-noble)
sovereign_1.2.1.tgz(r-4.4-emscripten)sovereign_1.2.1.tgz(r-4.3-emscripten)
sovereign.pdf |sovereign.html✨
sovereign/json (API)
NEWS

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

Bug tracker:https://github.com/tylerjpike/sovereign/issues

Pkgdown site:https://tylerjpike.github.io

On CRAN:

Conda:

econometricsforecastingimpulse-responselocal-projectionmacroeconomicsstate-dependenttime-seriesvector-autoregression

4.74 score 11 stars 8 scripts 243 downloads 28 exports 55 dependencies

Last updated 2 years agofrom:d125721272. Checks:1 OK, 7 ERROR. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 25 2025
R-4.5-winERRORFeb 25 2025
R-4.5-macERRORFeb 25 2025
R-4.5-linuxERRORFeb 25 2025
R-4.4-winERRORFeb 25 2025
R-4.4-macERRORFeb 25 2025
R-4.3-winERRORFeb 25 2025
R-4.3-macERRORFeb 25 2025

Exports:%>%covid_volatility_correctionFEVDHDIRFLPlp_irfplot_errorplot_fevdplot_forecastplot_hdplot_individual_errorplot_individual_fevdplot_individual_forecastplot_individual_hdplot_individual_irfplot_irfregimesRLPrlp_irfRVARrvar_fevdrvar_hdrvar_irfVARvar_fevdvar_hdvar_irf

Dependencies:backportsbroomclicodetoolscolorspacecpp11digestdplyrfansifarverfurrrfuturegenericsggplot2globalsgluegridExtragtableisobandlabelinglatticelifecyclelistenvlmtestlubridatemagrittrMASSMatrixmclustmgcvmunsellnlmeparallellypillarpkgconfigpurrrR6randomForestRColorBrewerrlangsandwichscalesstringistringrstrucchangetibbletidyrtidyselecttimechangeutf8vctrsviridisLitewithrxtszoo

Sovereign, getting started

Tyler J. Pike

Rendered fromgetting_started.Rmdusingknitr::rmarkdownon Feb 25 2025.

Last update: 2021-07-22
Started: 2021-03-01