Package: postshock 0.2.0
postshock: Post-Shock Forecasting with an Intercept Correction Modeling Framework
Implements donor balancing weights (DBW) and related utilities for post-shock time-series forecasting. The methods estimate a post-shock intercept-correction term using information aggregated from donor series.
Authors:
postshock_0.2.0.tar.gz
postshock_0.2.0.zip(r-4.7-any)postshock_0.2.0.zip(r-4.6-any)postshock_0.2.0.zip(r-4.5-any)
postshock_0.2.0.tgz(r-4.6-any)postshock_0.2.0.tgz(r-4.5-any)
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postshock_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
postshock/json (API)
| # Install 'postshock' in R: |
| install.packages('postshock', repos = c('https://wqy497.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/wqy497/postshock/issues
- aapl_control_input - Apple control dataset
- aapl_onestep_input - Apple one-step control-shock experiment input
- cop_oil_postshock - COP oil post-shock input data
- iyg_onestep_input - One-step volatility forecasting input for IYG
Last updated from:053d52f408. Checks:7 WARNING, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | WARNING | 146 | ||
| source / vignettes | OK | 183 | ||
| linux-release | WARNING | 124 | ||
| macos-release | WARNING | 181 | ||
| macos-oldrel | WARNING | 184 | ||
| windows-devel | WARNING | 82 | ||
| windows-release | WARNING | 94 | ||
| windows-oldrel | WARNING | 89 | ||
| wasm-release | OK | 86 |
Exports:auto_garchauto_garchxbuild_control_xregdbwSynthPredictionSynthPredictionMultiPoolSynthVolForecast
Dependencies:clicodetoolscolorspacecpp11digestfarverforecastfracdifffuturefuture.applygarchxgenericsggplot2globalsgluegtableisobandlabelinglatticelifecyclelistenvlmtestmagrittrnlmennetnumDerivparallellyR6RColorBrewerRcppRcppArmadillorlangRsolnpS7scalestimeDatetruncnormurcavctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Apple control dataset | aapl_control_input |
| Apple one-step control-shock experiment input | aapl_onestep_input |
| Auto-select a GARCHX specification by BIC | auto_garch auto_garchx |
| Helper Function: Build control-shock xreg matrix | build_control_xreg |
| COP oil post-shock input data | cop_oil_postshock |
| Donor Balancing Weights (DBW) | dbw |
| One-step volatility forecasting input for IYG | iyg_onestep_input |
| SynthPrediction — Synthetic Prediction with Donor Balancing & Shock Adjustment | SynthPrediction |
| Multi-pool shock aggregation for SynthPrediction | SynthPredictionMultiPool |
| Synthetic Volatility Forecast with Donor Shock Adjustment | SynthVolForecast |