Package: sectorgap 0.1.0

sectorgap: Consistent Economic Trend Cycle Decomposition

Determining potential output and the output gap - two inherently unobservable variables - is a major challenge for macroeconomists. 'sectorgap' features a flexible modeling and estimation framework for a multivariate Bayesian state space model identifying economic output fluctuations consistent with subsectors of the economy. The proposed model is able to capture various correlations between output and a set of aggregate as well as subsector indicators. Estimation of the latent states and parameters is achieved using a simple Gibbs sampling procedure and various plotting options facilitate the assessment of the results. For details on the methodology and an illustrative example, see Streicher (2024) <https://www.research-collection.ethz.ch/handle/20.500.11850/653682>.

Authors:Sina Streicher [aut, cre]

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sectorgap.pdf |sectorgap.html
sectorgap/json (API)

# Install 'sectorgap' in R:
install.packages('sectorgap', repos = c('https://sinast3000.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sinast3000/sectorgap/issues

Datasets:

On CRAN:

Conda:

2.70 score 150 downloads 8 exports 46 dependencies

Last updated 1 years agofrom:b600a41e81. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 23 2025
R-4.5-winOKMar 23 2025
R-4.5-macOKMar 23 2025
R-4.5-linuxOKMar 23 2025
R-4.4-winOKMar 23 2025
R-4.4-macOKMar 23 2025
R-4.4-linuxOKMar 23 2025
R-4.3-winOKMar 23 2025
R-4.3-macOKMar 23 2025

Exports:compute_mcmc_resultsdefine_ssmodelestimate_ssmodelinitialize_priorinitialize_settingsis.settingsprepate_datatransform_results

Dependencies:clicodacolorspacecpp11dplyrfansifarvergenericsggplot2gluegtableisobandKFASlabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcMCMCpackmgcvmunsellnlmepillarpkgconfigpurrrquantregR6RColorBrewerrlangscalesSparseMstringistringrsurvivaltempdisaggtibbletidyrtidyselectutf8vctrsviridisLitewithrzoo