Package: specs 1.0.1
Etienne Wijler
specs: Single-Equation Penalized Error-Correction Selector (SPECS)
Implementation of SPECS, your favourite Single-Equation Penalized Error-Correction Selector developed in Smeekes and Wijler (2021) <doi:10.1016/j.jeconom.2020.07.021>. SPECS provides a fully automated estimation procedure for large and potentially (co)integrated datasets. The dataset in levels is converted to a conditional error-correction model, either by the user or by means of the functions included in this package, and various specialised forms of penalized regression can be applied to the model. Automated options for initializing and selecting a sequence of penalties, as well as the construction of penalty weights via an initial estimator, are available. Moreover, the user may choose from a number of pre-specified deterministic configurations to further simplify the model building process.
Authors:
specs_1.0.1.tar.gz
specs_1.0.1.tar.gz(r-4.5-noble)specs_1.0.1.tar.gz(r-4.4-noble)
specs_1.0.1.tgz(r-4.4-emscripten)specs_1.0.1.tgz(r-4.3-emscripten)
specs.pdf |specs.html✨
specs/json (API)
| # Install 'specs' in R: |
| install.packages('specs', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- Unempl_GT - Unemployment and Google Trends Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:398c6d7788. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 26 2024 |
| R-4.5-linux-x86_64 | OK | Dec 26 2024 |
Exports:specsspecs_optspecs_trspecs_tr_opt
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| SPECS | specs |
| SPECS with data transformation and penalty optimization | specs_opt |
| SPECS on pre-transformed data | specs_tr |
| SPECS with data transformation and penalty optimization | specs_tr_opt |
| Unemployment and Google Trends Data | Unempl_GT |
