{ "_id": "6ab3a6a23d719c1f84092439", "Package": "atRisk", "Title": "At-Risk", "Version": "0.2.0", "Authors@R": "c(person(\"Quentin\", \"Lajaunie\", role = c(\"aut\", \"cre\"),\nemail = \"quentin_lajaunie@hotmail.fr\"),\nperson(\"Guillaume\", \"Flament\", role = c(\"aut\", \"ctb\"), email=\"g.f.flament@gmail.com\"),\nperson(\"Christophe\", \"Hurlin\", role = \"aut\", email=\"christophe.hurlin@univ-orleans.fr\"),\nperson(\"Souzan\",\"Kazemi\", role=\"rev\"))", "Description": "The at-Risk (aR) approach is based on a two-step\nparametric estimation procedure that allows to forecast the\nfull conditional distribution of an economic variable at a\ngiven horizon, as a function of a set of factors. These density\nforecasts are then be used to produce coherent forecasts for\nany downside risk measure, e.g., value-at-risk, expected\nshortfall, downside entropy. Initially introduced by Adrian et\nal. (2019) to reveal the\nvulnerability of economic growth to financial conditions, the\naR approach is currently extensively used by international\nfinancial institutions to provide Value-at-Risk (VaR) type\nforecasts for GDP growth (Growth-at-Risk) or inflation\n(Inflation-at-Risk). This package provides methods for\nestimating these models. Datasets for the US and the Eurozone\nare available to allow testing of the Adrian et al. (2019)\nmodel. This package constitutes a useful toolbox (data and\nfunctions) for private practitioners, scholars as well as\npolicymakers.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.3", "Date": "2025-01-07", "Author": "Quentin Lajaunie [aut, cre], Guillaume Flament [aut, ctb],\nChristophe Hurlin [aut], Souzan Kazemi [rev]", "Maintainer": "Quentin Lajaunie ", "NeedsCompilation": "no", "Packaged": { "Date": "2026-09-23 10:11:41 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2025-01-14 19:28:43 UTC", "RemoteUrl": "https://github.com/cran/atRisk", "RemoteRef": "HEAD", "RemoteSha": "b9aa50d3a0c704a57f2ab0001612c7fb6ba05cf2", "_user": "cran", "_type": "src", "_file": "atRisk_0.2.0.tar.gz", "_fileid": "https://r2.ropensci.org/f4f36814b096371d06b34d729bfa2d1a5eb44f1e5aed3bf33b52de3a46736fb2", "_filesize": 129342, "_sha256": "f4f36814b096371d06b34d729bfa2d1a5eb44f1e5aed3bf33b52de3a46736fb2", "_expires": 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