State-Dependent Empirical Analysis
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘sovereign’ version 1.2.1
Help Pages
| covid_volatility_correction | Lenza-Primiceri Covid Shock Correction |
| FEVD | Estimate forecast error variance decomposition |
| HD | Estimate historical decomposition |
| IRF | Estimate impulse response functions |
| LP | Estimate local projections |
| lp_irf | Estimate impulse response functions |
| plot_error | Chart residuals |
| plot_fevd | Chart FEVDs |
| plot_forecast | Chart forecasts |
| plot_hd | Chart HDs |
| plot_individual_error | Chart individual residuals |
| plot_individual_fevd | Plot an individual FEVD |
| plot_individual_forecast | Chart individual forecast |
| plot_individual_hd | Plot an individual HD |
| plot_individual_irf | Plot an individual IRF |
| plot_irf | Chart IRFs |
| regimes | Identify regimes via unsupervised ML algorithms |
| RLP | Estimate regime-dependent local projections |
| rlp_irf | Estimate regime-dependent impulse response functions |
| RVAR | Estimate regime-dependent VAR, SVAR, or Proxy-SVAR |
| rvar_fevd | Estimate regime-dependent forecast error variance decomposition |
| rvar_hd | Estimate regime-dependent historical decomposition |
| rvar_irf | Estimate regime-dependent impulse response functions |
| VAR | Estimate VAR, SVAR, or Proxy-SVAR |
| var_fevd | Estimate forecast error variance decomposition |
| var_hd | Estimate historical decomposition |
| var_irf | Estimate impulse response functions |