{ "_id": "6a12a0ddacfb0bcc41d10b84", "Package": "EWS", "Type": "Package", "Title": "Early Warning System", "Version": "0.2.0", "Author": "Jean-Baptiste Hasse [aut], Quentin Lajaunie [aut, cre]", "Maintainer": "Quentin Lajaunie ", "Description": "The purpose of Early Warning Systems (EWS) is to detect\naccurately the occurrence of a crisis, which is represented by\na binary variable which takes the value of one when the event\noccurs, and the value of zero otherwise. EWS are a toolbox for\npolicymakers to prevent or attenuate the impact of economic\ndownturns. Modern EWS are based on the econometric framework of\nKauppi and Saikkonen (2008) .\nSpecifically, this framework includes four dichotomous models,\nrelying on a logit approach to model the relationship between\nyield spreads and future recessions, controlling for recession\nrisk factors. These models can be estimated in a univariate or\na balanced panel framework as in Candelon, Dumitrescu and\nHurlin (2014) . This\npackage provides both methods for estimating these models and a\ndataset covering 13 OECD countries over a period of 45 years.\nIn addition, this package also provides methods for the\nanalysis of the propagation mechanisms of an exogenous shock,\nas well as robust confidence intervals for these response\nfunctions using a block-bootstrap method as in Lajaunie (2021).\nThis package constitutes a useful toolbox (data and functions)\nfor scholars as well as policymakers.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-24 06:53:07 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2021-02-24 09:30:06 UTC", "RemoteUrl": "https://github.com/cran/EWS", "RemoteRef": "HEAD", "RemoteSha": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "MD5sum": "83bae70630d86a0ab61eed9501151f09", "_user": "cran", "_type": "src", "_file": "EWS_0.2.0.tar.gz", "_fileid": "0b36bfb040592ed467c83ca34a16a7fab70154e8ad12803e13593dd2d24473fb", "_filesize": 217588, "_sha256": "0b36bfb040592ed467c83ca34a16a7fab70154e8ad12803e13593dd2d24473fb", "_created": "2026-05-24T06:53:07.000Z", "_published": "2026-05-24T06:55:25.901Z", "_distro": "noble", "_jobs": [ { "job": 77578579195, "time": 103, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7183036808" }, { "job": 77578579204, "time": 101, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7183036667" }, { "job": 77578411556, "time": 198, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7183026099" }, { "job": 77578579198, "time": 93, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7183035708" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/26354411770", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/EWS", "_commit": { "id": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "author": "Quentin Lajaunie ", "committer": "cran-robot ", "message": "version 0.2.0\n", "time": 1614159006 }, "_maintainer": { "name": "Quentin Lajaunie", "email": "quentin_lajaunie@hotmail.fr" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10", "role": "Depends" }, { "package": "numDeriv", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 235, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/EWS" }, "_mentions": 6, "_searchresults": 5, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/EWS.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2020-04-07" }, { "version": "0.2.0", "date": "2021-02-24" } ], "_exports": [ "BlockBootstrapp", "EWS_AM_Criterion", "EWS_CSA_Criterion", "EWS_NSR_Criterion", "GIRF_Dicho", "GIRF_Index_CI", "GIRF_Proba_CI", "Logistic_Estimation", "Matrix_lag", "Simul_GIRF", "Vector_Error", "Vector_lag" ], "_datasets": [ { "name": "data_panel", "title": "Historical data for 13 OECD countries", "object": "data_panel", "class": [ "data.frame" ], "fields": [ "country", "Date", "YIESPR", "OECD" ], "rows": 6903, "table": true, "tojson": true }, { "name": "data_USA", "title": "Historical data for the United States", "object": "data_USA", "class": [ "data.frame" ], "fields": [ "Date", "X10Y", "X3M", "Spread", "NBER" ], "rows": 268, "table": true, "tojson": true } ], "_help": [ { "page": "BlockBootstrapp", "title": "Block Bootstrapp", "topics": [ "BlockBootstrapp" ] }, { "page": "data_panel", "title": "Historical data for 13 OECD countries", "topics": [ "data_panel" ] }, { "page": "data_USA", "title": "Historical data for the United States", "topics": [ "data_USA" ] }, { "page": "EWS_AM_Criterion", "title": "AM Threshold - optimal cut-off", "topics": [ "EWS_AM_Criterion" ] }, { "page": "EWS_CSA_Criterion", "title": "CSA Threshold - optimal cut-off", "topics": [ "EWS_CSA_Criterion" ] }, { "page": "EWS_NSR_Criterion", "title": "NSR Threshold - optimal cut-off", "topics": [ "EWS_NSR_Criterion" ] }, { "page": "GIRF_Dichotomous_model", "title": "GIRF for Dichotomous models", "topics": [ "GIRF_Dicho" ] }, { "page": "GIRF_Index_CI", "title": "Confidence Intervals for the Index - GIRF Analysis", "topics": [ "GIRF_Index_CI" ] }, { "page": "GIRF_Proba_CI", "title": "Confidence Intervals for the Probability - GIRF Analysis", "topics": [ "GIRF_Proba_CI" ] }, { "page": "Logistic_Estimation", "title": "Logistic Estimation for Dichotomous Analysis", "topics": [ "Logistic_Estimation" ] }, { "page": "Matrix_lag", "title": "Matrix Lag - data processing", "topics": [ "Matrix_lag" ] }, { "page": "Simulation_GIRF", "title": "GIRF Simulations", "topics": [ "Simul_GIRF" ] }, { "page": "Vector_Error", "title": "Vector of Errors", "topics": [ "Vector_Error" ] }, { "page": "Vector_lag", "title": "Vector lag - data processing", "topics": [ "Vector_lag" ] } ], "_rundeps": [ "numDeriv" ], "_score": 1.7781512503836436, "_indexed": true, "_nocasepkg": "ews", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2.0", "date": "2026-05-24T06:54:54.000Z", "distro": "noble", "commit": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "fileid": "10655c5d513159f4a7154783c3acaf13e3d1b59d97e58ca148faa8af29660713", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26354411770" }, { "r": "4.6.0", "os": "linux", "version": "0.2.0", "date": "2026-05-24T06:54:52.000Z", "distro": "noble", "commit": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "fileid": "964a73415aaa9ad5792983c50d63dab6e7dd5d6f87476b22e62d99e1d1059278", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26354411770" }, { "r": "4.6.0", "os": "wasm", "version": "0.2.0", "date": "2026-05-24T06:55:00.000Z", "commit": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "fileid": "03a1379f50ee344b6e55098d98326f3f6cc8499834e955d872cec0c130ad1730", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/26354411770" } ] }