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sectorgap
View on CRAN: Click
here
Download and install sectorgap package within the R console
Install from CRAN:
install.packages("sectorgap")
Install from Github:
library("remotes")
install_github("cran/sectorgap")
Install by package version:
library("remotes")
install_version("sectorgap", "0.1.0")
Attach the package and use:
library("sectorgap")
Maintained by
Sina Streicher
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.sectorgap . sectorgap citation info . sectorgap results . sectorgap.pdf . sectorgap_0.1.0.tar.gz . sectorgap_0.1.0.zip . sectorgap_0.1.0.zip . sectorgap_0.1.0.zip . sectorgap_0.1.0.tgz . sectorgap_0.1.0.tgz . sectorgap_0.1.0.tgz . sectorgap_0.1.0.tgz . https://CRAN.R-project.org/package=sectorgap .
First Published: 2024-01-22
Latest Update: 2024-01-22
Description:
Determining potential output and the output gap - two inherently unobservable variables - is a major challenge for macroeconomists. 'sectorgap' features a flexible modeling and estimation framework for a multivariate Bayesian state space model identifying economic output fluctuations consistent with subsectors of the economy. The proposed model is able to capture various correlations between output and a set of aggregate as well as subsector indicators. Estimation of the latent states and parameters is achieved using a simple Gibbs sampling procedure and various plotting options facilitate the assessment of the results. For details on the methodology and an illustrative example, see Streicher (2024) .
How to cite:
Sina Streicher (2024). sectorgap: Consistent Economic Trend Cycle Decomposition. R package version 0.1.0, https://cran.r-project.org/web/packages/sectorgap. Accessed 19 Apr. 2025.
Previous versions and publish date:
No previous versions
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imports, suggests or enhances
Complete documentation for sectorgap
Functions, R codes and Examples using
the sectorgap R package
Some associated functions: add_cycle . add_error . add_init_mat . add_lag . add_trend . aggregate_gap . compute_gaps . compute_mcmc_results . compute_weights . data_ch . define_ssmodel . draw_output_gap . draw_trend_innovations . draw_variance_multi . draw_variance_scalar . estimate_ssmodel . geweke_test . helper_posterior_assignment . hpd_interval . hpfilter . initialize_prior . initialize_settings . initialize_ss . is.settings . matmult3d . mcmc_summary . mvrnorm . pct . plot.ss_fit . plot_densities . plot_time_series . plot_trace . postARp . postARp_phi . post_regression . prepate_data . print.prior . print.settings . print.ss_fit . print.ss_model . recessions_ch . recessions_us . results_state . settings_to_df . substr_r . transform_results . ts_c . update_nonlinear_constraints . update_ssmodel .
Some associated R codes: bayes_estimation.R . bayes_eval.R . bayes_gibbs_steps.R . checks.R . data.R . data_documentation.R . plots.R . plots_densities.R . plots_time_series.R . plots_trace.R . post_processing.R . print.R . prior.R . settings.R . ss_model.R . ss_model_utils.R . utils.R . Full sectorgap package functions and examples
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