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cforecast: Conditional Forecasting and Scenario Analysis Using VAR Models

Provides tools for conducting scenario analysis in reduced-form vector autoregressive (VAR) models. Implements a Kalman filtering 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>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: BVAR, dplyr, FKF, miscTools, tibble, vars, utils, methods, wex
Published: 2026-03-09
DOI: 10.32614/CRAN.package.cforecast (may not be active yet)
Author: Tim Ginker [aut, cre]
Maintainer: Tim Ginker <tim.ginker at gmail.com>
BugReports: https://github.com/timginker/cforecast/issues
License: GPL (≥ 3)
URL: https://github.com/timginker/cforecast
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: cforecast results

Documentation:

Reference manual: cforecast.html , cforecast.pdf

Downloads:

Package source: cforecast_0.1.0.tar.gz
Windows binaries: r-devel: cforecast_0.1.0.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): cforecast_0.1.0.tgz, r-oldrel (arm64): cforecast_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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