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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

Documentation:

Reference manual: sovereign.pdf
Vignettes: Sovereign, getting started

Downloads:

Package source: sovereign_1.2.1.tar.gz
Windows binaries: r-devel: sovereign_1.2.1.zip, r-release: sovereign_1.2.1.zip, r-oldrel: sovereign_1.2.1.zip
macOS binaries: r-release (arm64): sovereign_1.2.1.tgz, r-oldrel (arm64): sovereign_1.2.1.tgz, r-release (x86_64): sovereign_1.2.1.tgz, r-oldrel (x86_64): sovereign_1.2.1.tgz
Old sources: sovereign archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.