Package: bridgr 0.1.1

bridgr: Bridging Data Frequencies for Timely Economic Forecasts

Provides tools for implementing bridge models, which are used to nowcast and forecast macroeconomic variables by linking high-frequency indicator variables (e.g., monthly data) to low-frequency target variables (e.g., quarterly GDP). Forecasting and aggregation of the indicator variables to match the target frequency are simplified, enabling timely predictions before official data releases are available. For more information about bridge models, see Baffigi, A., Golinelli, R., \& Parigi, G. (2004) <doi:10.1016/S0169-2070(03)00067-0>, Burri (2023) <https://www5.unine.ch/RePEc/ftp/irn/pdfs/WP23-02.pdf> or Schumacher (2016) <doi:10.1016/j.ijforecast.2015.07.004>.

Authors:Marc Burri [aut, cre, cph]

bridgr_0.1.1.tar.gz
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bridgr.pdf |bridgr.html
bridgr/json (API)
NEWS

# Install 'bridgr' in R:
install.packages('bridgr', repos = c('https://marcburri.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/marcburri/bridgr/issues

Pkgdown:https://marcburri.github.io

Datasets:
  • baro - Swiss Economic Indicators
  • fcurve - Swiss Economic Indicators
  • gdp - Swiss Economic Indicators
  • wea - Swiss Economic Indicators

On CRAN:

4.52 score 2 stars 11 scripts 29 downloads 2 exports 54 dependencies

Last updated 6 days agofrom:e7dae005a5 (on v0.1.1). Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 15 2024
R-4.5-winOKDec 15 2024
R-4.5-linuxOKDec 15 2024
R-4.4-winOKDec 15 2024
R-4.4-macOKDec 15 2024
R-4.3-winOKDec 15 2024
R-4.3-macOKDec 15 2024

Exports:bridgeforecast

Dependencies:anytimeBHclicolorspacecpp11curldata.tabledplyrfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletidyselecttimechangetimeDatetsboxtseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Introduction to bridgr

Rendered frombridgr.Rmdusingknitr::rmarkdownon Dec 15 2024.

Last update: 2024-12-10
Started: 2024-12-09