curvir | R Documentation |
The curvir package provides tools for building reserve demand curves for central bank operations.
curve
- fit a parametric curve
curveopt
- optimise curve parameters (called through curve
)
curvepred
- predict curve values (called through predict
)
invcurve
- produce predictions from the inverse curve
npcurve
- fit a non-parametric curve
cvfit
- Joint automatic specification of curve type and regressors
varselect
- Automatic specification of regressors
cvnpcurve
- Provide cross-validated errors for non-paramteric curves
cvfitplot
- Summary plot for cvfit
and cvnpcurve
predict
Predict parametric and non-parametric curves
plot
Plot parametric and non-parametric curves
ecb
ECB dataset from Chen et al. (2023)
Nikolaos Kourentzes, nikolaos@kourentzes.com, Zhuohui Chen, zchen4@imf.org, Romain R. Veyrune.
Chen, Z., Kourentzes, N., & Veyrune, R. (2023). Modeling the Reserve Demand to Facilitate Central Bank Operations. IMF Working Papers, 2023(179).
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