Early Warning System

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Documentation for package ‘EWS’ version 0.2.0

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BlockBootstrapp Block Bootstrapp
data_panel Historical data for 13 OECD countries
data_USA Historical data for the United States
EWS_AM_Criterion AM Threshold - optimal cut-off
EWS_CSA_Criterion CSA Threshold - optimal cut-off
EWS_NSR_Criterion NSR Threshold - optimal cut-off
GIRF_Dicho GIRF for Dichotomous models
GIRF_Index_CI Confidence Intervals for the Index - GIRF Analysis
GIRF_Proba_CI Confidence Intervals for the Probability - GIRF Analysis
Logistic_Estimation Logistic Estimation for Dichotomous Analysis
Matrix_lag Matrix Lag - data processing
Simul_GIRF GIRF Simulations
Vector_Error Vector of Errors
Vector_lag Vector lag - data processing