Other packages > Find by keyword >

cforecast  

Conditional Forecasting and Scenario Analysis Using VAR Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("cforecast", "0.1.1")



Attach the package and use:
library("cforecast")
Maintained by
Tim Ginker
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-09
Latest Update: 2026-03-09
Description:
Provides tools for conducting scenario analysis in reduced-form vector autoregressive (VAR) models. Implements a Kalman filtering framework to generate forecasts under path restrictions on selected variables. The package enables decomposition of conditional forecasts into variable-specific contributions, and extraction of observation weights. It also computes measures of overall and marginal variable importance to enhance the economic interpretation of forecast revisions. The framework is structurally agnostic and suited for policy analysis, stress testing, and macro-financial applications. The methodology is described in more detail in Caspi and Ginker (2026) <doi:10.13140/RG.2.2.25225.51040>.
How to cite:
Tim Ginker (2026). cforecast: Conditional Forecasting and Scenario Analysis Using VAR Models. R package version 0.1.1, https://cran.r-project.org/web/packages/cforecast. Accessed 04 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:25), 0.1.0 (2026-03-09 12:00)
Other packages that cited cforecast R package
View cforecast citation profile
Other R packages that cforecast depends, imports, suggests or enhances
Complete documentation for cforecast
Functions, R codes and Examples using the cforecast R package
Full cforecast package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

skilljaR  
Connect to Your 'Skilljar' Data
Functions that simplify calls to the 'Skilljar' API. See < ...
Download / Learn more Package Citations See dependency  
plotbb  
Grammar of Graphics for 'base' Plot
Proof of concept for implementing grammar of graphics using base plot. The bbplot() function initial ...
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  
rWishart  
Random Wishart Matrix Generation
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to gener ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

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