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curvir (version 0.1.1)

Specify Reserve Demand Curves

Description

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) .

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Version

Install

install.packages('curvir')

Monthly Downloads

141

Version

0.1.1

License

GPL-3

Maintainer

Nikolaos Kourentzes

Last Published

November 24th, 2023

Functions in curvir (0.1.1)

ecb

ECB excess reserve data
cvnpcurve

Cross-validated errors for non-parametric curve
curvepred

Reserve demand curve predicted values
invcurve

Calculate the inverse curve prediction
curveopt

Optimise curve parameters
cvfitplot

Plot output of cvfit to facilitate comparison
curvir

curvir:Reserve demand curve modelling toolbox
cvfit

Automatically select curve type and explanatory variables
curve

Reserve demand curve
varselect

Automatically select explanatory variables for a curve type
predict.curvir

Predict method for curvir reserve demand models
npcurve

Reserve demand non-parametric curve
plot.curvir

Plot method for curvir reserve demand models
curvir-package

curvir: Specify Reserve Demand Curves