sovereign: State-Dependent Empirical Analysis

A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, and forecast error variance decomposition.

Version: 1.0.0
Imports: broom, dplyr, ggplot2, gridExtra, lmtest, lubridate, magrittr, mclust, purrr, randomForest, sandwich, stats, stringr, strucchange, tidyr, xts, zoo
Suggests: testthat, knitr, rmarkdown, quantmod, covr
Published: 2021-04-02
Author: Tyler J. Pike [aut, cre]
Maintainer: Tyler J. Pike <tjpike7 at>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: sovereign results


Reference manual: sovereign.pdf
Vignettes: Sovereign, getting started
Package source: sovereign_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: sovereign_1.0.0.tgz, r-oldrel: sovereign_1.0.0.tgz


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