Other packages > Find by keyword >

atRisk  

At-Risk
View on CRAN: Click here


Download and install atRisk package within the R console
Install from CRAN:
install.packages("atRisk")

Install from Github:
library("remotes")
install_github("cran/atRisk")

Install by package version:
library("remotes")
install_version("atRisk", "0.2.0")



Attach the package and use:
library("atRisk")
Maintained by
Quentin Lajaunie
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-08
Latest Update: 2025-01-14
Description:
The at-Risk (aR) approach is based on a two-step parametric estimation procedure that allows to forecast the full conditional distribution of an economic variable at a given horizon, as a function of a set of factors. These density forecasts are then be used to produce coherent forecasts for any downside risk measure, e.g., value-at-risk, expected shortfall, downside entropy. Initially introduced by Adrian et al. (2019) to reveal the vulnerability of economic growth to financial conditions, the aR approach is currently extensively used by international financial institutions to provide Value-at-Risk (VaR) type forecasts for GDP growth (Growth-at-Risk) or inflation (Inflation-at-Risk). This package provides methods for estimating these models. Datasets for the US and the Eurozone are available to allow testing of the Adrian et al. (2019) model. This package constitutes a useful toolbox (data and functions) for private practitioners, scholars as well as policymakers.
How to cite:
Quentin Lajaunie (2023). atRisk: At-Risk. R package version 0.2.0, https://cran.r-project.org/web/packages/atRisk. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:19), 0.1.0 (2023-08-08 16:50)
Other packages that cited atRisk R package
View atRisk citation profile
Other R packages that atRisk depends, imports, suggests or enhances
Complete documentation for atRisk
Functions, R codes and Examples using the atRisk R package
Some associated functions: data_US . data_euro . data_param_histo . f_ES . f_VaR . f_compile_quantile . f_distrib . f_histo_RM . f_param_histo . f_plot_distrib_2D . f_plot_distrib_3D . 
Some associated R codes: f_ES.R . f_VaR.R . f_compile_quantile.R . f_distrib.R . f_histo_RM.R . f_param_histo.R . f_plot_distrib_2D.R . f_plot_distrib_3D.R .  Full atRisk package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  
RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA