Implements the scenario analysis proposed by Antolin-Diaz,
Petrella and Rubio-Ramirez (2021)
"Structural scenario analysis with SVARs" <doi:10.1016/j.jmoneco.2020.06.001>.
| Version: |
0.0.3.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
dplyr, ggplot2, lubridate, parallel, MASS, tidyr, abind, psych, Rcpp (≥ 1.0.12), RcppProgress |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppProgress |
| Suggests: |
bsvars, bsvarSIGNs, devtools, ggfortify, gridExtra, zoo, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2025-07-24 |
| DOI: |
10.32614/CRAN.package.APRScenario |
| Author: |
Giovanni Lombardo [aut, cre] |
| Maintainer: |
Giovanni Lombardo <giannilmbd at gmail.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| SystemRequirements: |
LAPACK |
| Materials: |
README |
| CRAN checks: |
APRScenario results |