atRisk

cranv0.2.0

At-Risk. The at-Risk (aR) approach is based on a two-step parametric estimation procedure that allows to forecast the full conditional distribution of an economic variable at a given horizon, as a function of a set of factors. These density forecasts are then be used to produce coherent forecasts for any dow

License GPL-3strong copyleft0 versions1 maintainers6 deps69 weekly dl
https://CRAN.R-project.org/package=atRisk
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First published · 2025-01-17 11:19:33

Last updated · 2025-01-14T17:50:01+00:00