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", "0.1.0")



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: 2023-08-08
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 0.1.0, https://cran.r-project.org/web/packages/atRisk
Previous versions and publish date:
No previous versions
Other packages that cited atRisk R package
View atRisk citation profile
Other R packages that atRisk depends, imports, suggests or enhances
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
hydropeak  
Detect and Characterize Sub-Daily Flow Fluctuations
An important environmental impact on running water ecosystems is caused by hydropeaking - the disco ...
Download / Learn more Package Citations See dependency  
rankdist  
Distance Based Ranking Models
Implements distance based probability models for ranking data. The supported distance metrics inclu ...
Download / Learn more Package Citations See dependency  
trapezoid  
The Trapezoidal Distribution
The trapezoid package provides 'dtrapezoid', 'ptrapezoid', 'qtrapezoid', and 'rtrapezoid' functions ...
Download / Learn more Package Citations See dependency  
gmt  
Interface Between GMT Map-Making Software and R
Interface between the GMT map-making software and R, enabling the user to manipulate geographic dat ...
Download / Learn more Package Citations See dependency  
EasyDescribe  
A Convenient Way of Descriptive Statistics
Descriptive Statistics is essential for publishing articles. This package can perform descriptive s ...
Download / Learn more Package Citations See dependency  

22,187

R Packages

188,753

Dependencies

55,244

Author Associations

22,188

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns