DESCRIPTION

Package: fevdid
Title: Main Shock Forecast Error Variance Identification
Version: 0.0.0.9000
Authors@R: 
    person("Matthew", "DeHaven", , "matthew_dehaven@brown.edu", role = c("aut", "cre"))
Description: Identify VAR models by finding one shock that explains most of the forecast error variance contribution for a targetted variable.  Implemented for both the frequency and time domain.  Also provides functions for looking at the forecast error variance decomposition in the frequency domain.
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Imports: 
    expm,
    ggplot2,
    pracma,
    purrr,
    stats,
    svars,
    vars
Suggests: 
    rmarkdown,
    testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://vfci.github.io/fevdid/