Package: cforecast
Type: Package
Title: Conditional Forecasting and Scenario Analysis Using VAR Models
Version: 0.1.1
Authors@R: 
    person(given = "Tim",
           family = "Ginker",
           role = c("aut", "cre"),
           email = "tim.ginker@gmail.com",
           comment = c(ORCID = "0000-0002-7138-5417"))
Maintainer: Tim Ginker <tim.ginker@gmail.com>
Description: 
    Provides tools for interpretable conditional forecasting and scenario analysis in reduced-form vector autoregressive (VAR) models. 
    Implements a Kalman smoothing framework to generate forecasts under 
    path restrictions on selected variables. The package enables decomposition 
    of conditional forecasts into variable-specific contributions, and extraction 
    of observation weights. It also computes measures of overall and marginal variable importance to enhance 
    the economic interpretation of forecast revisions. The framework is 
    structurally agnostic and suited for policy analysis, stress testing, 
    and macro-financial applications. The methodology is described in more detail in
    Caspi and Ginker (2026) <doi:10.13140/RG.2.2.25225.51040>.
Depends: R (>= 3.5.0)
Imports: BVAR, dplyr, FKF, KFAS, miscTools, tibble, vars, utils,
        methods, wex
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
URL: https://github.com/timginker/cforecast
BugReports: https://github.com/timginker/cforecast/issues
NeedsCompilation: no
Packaged: 2026-06-08 15:07:19 UTC; timgi
Author: Tim Ginker [aut, cre] (ORCID: <https://orcid.org/0000-0002-7138-5417>)
Repository: CRAN
Date/Publication: 2026-06-08 15:20:02 UTC
Built: R 4.6.0; ; 2026-06-08 18:53:35 UTC; unix
