Files in MichaelGurkov/GaRPackg

Runs GaR analysis

R/Analysis_functions.R R/Auxilary_functions.R R/Cross_validation_functions.R R/Dimesion_reduction_functions.R R/Goodness_of_fit_functions.R R/Import_functions.R R/Process_function.R R/Smoothing_functions.R R/data.R analysis/fsr_analysis.Rmd man/interpolate.Rd man/pca_reduction.Rd tests/testthat/test-analysis_functions-run_GaR_analysis.R tests/testthat/test-analysis_functions-run_quant_reg.R tests/testthat/test-auxilary_functions-calculate_skeq_iqr.R tests/testthat/test-auxilary_functions-extract_coeffs_from_gar_model.R tests/testthat/test-auxilary_functions-extract_factor_contribution_from_gar_model.R tests/testthat/test-auxilary_functions-extract_pca_loadings_from_gar_model.R tests/testthat/test-auxilary_functions-extract_pca_timeseries_from_gar_model.R tests/testthat/test-auxilary_functions-get_partition_combs.R tests/testthat/test-auxilary_functions-is_partition_identical.R tests/testthat/test-cross_validation_functions-get_gar_forecast.R tests/testthat/test-cross_validation_functions-run_cross_validation.R tests/testthat/test-dimension_reduction_functions-align_pca.R tests/testthat/test-dimension_reduction_functions-pca_reduction.R tests/testthat/test-dimension_reduction_functions-pls_reduction.R tests/testthat/test-dimension_reduction_functions-reduce_data_dimension.R tests/testthat/test-goodness_of_fit_functions-quantile_pit_score.R tests/testthat/test-goodness_of_fit_functions-quantile_prediction_score.R tests/testthat/test-goodness_of_fit_functions-quantile_r2_score.R tests/testthat/test-goodness_of_fit_functions-quantile_r2_score_calculation.R tests/testthat/test-import_functions-import_dsge_forecasts.R tests/testthat/test-process_functions-add_leads_to_target_var.R tests/testthat/test-process_functions-calculate_CAGR.R tests/testthat/test-process_functions-calculate_four_quarters_ma.R tests/testthat/test-process_functions-calculate_yoy_returns.R tests/testthat/test-process_functions-fill_na_average.R tests/testthat/test-process_functions-fix_quantile_crossing.R tests/testthat/test-process_functions-get_time_indices_list.R tests/testthat/test-process_functions-identify_endpoints_NA.R tests/testthat/test-process_functions-interpolate.R tests/testthat/test-process_functionss-make_quantreg_df.R tests/testthat/test-process_functionss-preprocess_df.R tests/testthat/test-smoothing_functions-extract_smoothed_quantiles.R tests/testthat/test-smoothing_functions-fit_t_skew_distribution.R tests/testthat/test-smoothing_functions-fit_t_skew_to_gar_df.R tests/testthat/test-smoothing_functions-t_skew_loss.R vignettes/analysis.R vignettes/forecasting.R vignettes/preprocessing.R