PRISM.forecast: Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data

Implements Penalized Regression with Inferred Seasonality Module (PRISM) to generate forecast estimation of weekly unemployment initial claims using 'Google Trends' data. It includes required data and tools for backtesting the performance in 2007-2020.

Getting started

Package details

AuthorDingdong Yi [aut, cre], Samuel Kou [aut], Shaoyang Ning [aut]
MaintainerDingdong Yi <ryan.ddyi@gmail.com>
LicenseGPL-2
Version0.2.1
URL https://github.com/ryanddyi/prism
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PRISM.forecast")

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PRISM.forecast documentation built on Oct. 23, 2020, 7:34 p.m.