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>.

Version: 0.1.1
Depends: R (≥ 3.5.0)
Imports: RColorBrewer, abind, cvTools, pbapply, pso, mgcv, qgam, quantregForest, randomForest
Published: 2023-11-24
Author: Nikolaos Kourentzes [aut, cre], Zhuohui Chen [aut], Romain Veyrune [aut]
Maintainer: Nikolaos Kourentzes <nikolaos at kourentzes.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: curvir results

Documentation:

Reference manual: curvir.pdf

Downloads:

Package source: curvir_0.1.1.tar.gz
Windows binaries: r-prerel: curvir_0.1.1.zip, r-release: curvir_0.1.1.zip, r-oldrel: curvir_0.1.1.zip
macOS binaries: r-prerel (arm64): curvir_0.1.1.tgz, r-release (arm64): curvir_0.1.1.tgz, r-oldrel (arm64): curvir_0.1.1.tgz, r-prerel (x86_64): curvir_0.1.1.tgz, r-release (x86_64): curvir_0.1.1.tgz

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