Package: PRISM.forecast 0.2.1
PRISM.forecast: Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data
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.
Authors:
PRISM.forecast_0.2.1.tar.gz
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PRISM.forecast.pdf |PRISM.forecast.html✨
PRISM.forecast/json (API)
# Install 'PRISM.forecast' in R: |
install.packages('PRISM.forecast', repos = c('https://ryanddyi.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ryanddyi/prism/issues
Last updated 4 years agofrom:dc897c5b94. Checks:1 OK, 7 WARNING. Indexed: yes.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Feb 21 2025 |
R-4.5-win | WARNING | Feb 21 2025 |
R-4.5-mac | WARNING | Feb 21 2025 |
R-4.5-linux | WARNING | Feb 21 2025 |
R-4.4-win | WARNING | Feb 21 2025 |
R-4.4-mac | WARNING | Feb 21 2025 |
R-4.3-win | WARNING | Feb 21 2025 |
R-4.3-mac | WARNING | Feb 21 2025 |
Exports:back_testevaluation_tableload_5y_search_dataload_claim_dataprismprism_batchvar_generator
Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvivalxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Out-of-sample prediction for whole period | back_test |
Out-of-sample prediction evaluation | evaluation_table |
Load Goolge Trends data and initial claims data | load_5y_search_data |
Load unemployment initial claims data | load_claim_data |
PRISM function | prism |
PRISM stage 2 by batch | prism_batch |
PRISM regressors generator | var_generator |