R Graphical Manual

Last data update: 2014.03.03

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Results 1 - 7 of 7 found.
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fxtools (Package: fxregime) : Various Tools for Exchange Rate Regime Classification

Tools for exchange rate regime classification, currently under development.

● Data Source: CranContrib
● Keywords: regression
● Alias: fxpegtest
● 0 images

fxreturns (Package: fxregime) : Compute Exchange Rate Returns

Compute a multivariate series of exchange rate returns (log-returns in percent) from a multivariate series of exchange rates.

● Data Source: CranContrib
● Keywords: regression
● Alias: fxreturns
● 0 images

refit (Package: fxregime) : Refitting Models

Generic function for refitting a models on various subsets or reweighted data sets.

● Data Source: CranContrib
● Keywords: regression
● Alias: refit
● 0 images

confint.fxregimes (Package: fxregime) : Confidence Intervals for Breaks Between Exchange Rate Regimes

Confidence intervals for estimated changes/breaks between exchange rate regimes.

● Data Source: CranContrib
● Keywords: regression
● Alias: breakddates.confint.fxregimes, confint.fxregimes, lines.confint.fxregimes, print.confint.fxregimes
● 0 images

fxregimes (Package: fxregime) : Dating Breaks Between Exchange Rate Regimes

Estimate changes/breaks between exchange rate regimes (based on exchange rate regression models).

● Data Source: CranContrib
● Keywords: regression
● Alias: coef.fxregimes, fitted.fxregimes, fxregimes, index.fxregimes, lines.fxregimes, print.fxregimes, refit.fxregimes, residuals.fxregimes, time.fxregimes
● 0 images

fxlm (Package: fxregime) : Exchange Rate Regression

Interface to lm for fitting exchange rate regression models (Frankel-Wei models).

● Data Source: CranContrib
● Keywords: regression
● Alias: bread.fxlm, coef.fxlm, estfun.fxlm, fxlm, index.fxlm, time.fxlm
● 0 images

fxmonitor (Package: fxregime) : Monitor Exchange Rate Regressions

Score-based monitoring of exchange rate regression models (Frankel-Wei models).

● Data Source: CranContrib
● Keywords: regression
● Alias: breakdates.fxmonitor, breakpoints.fxmonitor, fxmonitor, plot.fxmonitor, print.fxmonitor
● 0 images