postshock

0.2.0

Donor-Adjusted Post-Shock Forecasting

0packages depend

58downloads / year

77.9%test coverage

12/13checks pass

Overview

About

Maintained by Qiyang WangFirst published 2026-07-271 releasesCRAN page ↗

Implements donor-adjusted methods for forecasting conditional means and variances after structural shocks. Historical donor episodes are weighted using covariates observed before each shock, and their estimated post-shock effects are combined with forecasts from a target-series model. The methods build on Lin and Eck (2021) doi:10.1016/j.ijforecast.2021.03.010. The package supports donor balancing weights, structured donor pools, autoregressive integrated moving average models, and generalized autoregressive conditional heteroscedasticity models with external regressors.

Install

R (CRAN)Ubuntu (r2u)

install.packages("postshock", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-postshock

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.2 min · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 1.14

77.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
11 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-28
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 410 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 20%
Documented parameters: 93%
Return-value docs: 100%
References docs: 0%

Downloads

CRAN downloads in the past year

Rank #24,636 · ~0/day · ~5/mo

Releases R versions

Daily download trend is not available in this view yet.

5830 days

5890 days

581 year

Compare downloads with other packages →

Also on3 r2u

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (6)

Rsolnp garchx forecast lmtest xts zoo

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Qiyang Wang

Author, Maintainer

Authors (2)

Qiyang Wang

Author, Maintainer

Daniel J. Eck

Author

Package Timeline

1 release. R releases are shown for context.

0.2.0Latest
2026-07-27 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-07-27
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Bundled data: 86 KB / 4 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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