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Implements Penalized Regression with Inferred Seasonality Module (PRISM) to generate forecast estimation of weekly unemployment initial claims using 'Google Trends' data. It includes required data and tools for backtesting the performance in 2007-2020.
| Version: | 0.2.1 |
| Imports: | xts, glmnet, zoo, stats, utils |
| Published: | 2020-10-21 |
| DOI: | 10.32614/CRAN.package.PRISM.forecast |
| Author: | Dingdong Yi [aut, cre], Samuel Kou [aut], Shaoyang Ning [aut] |
| Maintainer: | Dingdong Yi <ryan.ddyi at gmail.com> |
| BugReports: | https://github.com/ryanddyi/prism/issues |
| License: | GPL-2 |
| URL: | https://github.com/ryanddyi/prism |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | PRISM.forecast results |
| Reference manual: | PRISM.forecast.pdf |
| Package source: | PRISM.forecast_0.2.1.tar.gz |
| Windows binaries: | r-devel: PRISM.forecast_0.2.1.zip, r-release: PRISM.forecast_0.2.1.zip, r-oldrel: PRISM.forecast_0.2.1.zip |
| macOS binaries: | r-release (arm64): PRISM.forecast_0.2.1.tgz, r-oldrel (arm64): PRISM.forecast_0.2.1.tgz, r-release (x86_64): PRISM.forecast_0.2.1.tgz, r-oldrel (x86_64): PRISM.forecast_0.2.1.tgz |
| Old sources: | PRISM.forecast archive |
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