Package: postshock
Type: Package
Title: Donor-Adjusted Post-Shock Forecasting
Version: 0.2.0
Authors@R: 
    c(
      person(
        "Qiyang", "Wang",
        email = "wangqiyang497@gmail.com",
        role = c("aut", "cre"),
        comment = c(ORCID = "0009-0002-6373-440X")
      ),
      person(
        "Daniel J.", "Eck",
        email = "dje13@illinois.edu",
        role = "aut"
      )
    )
Description: Implements donor-adjusted methods for forecasting conditional
    means and variances after structural shocks. Historical donor episodes
    are weighted using covariates observed before each shock, and their
    estimated post-shock effects are combined with forecasts from a
    target-series model. The methods build on Lin and Eck (2021)
    <doi:10.1016/j.ijforecast.2021.03.010>. The package supports donor
    balancing weights, structured donor pools, autoregressive integrated
    moving average models, and generalized autoregressive conditional
    heteroscedasticity models with external regressors.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-US
Depends: R (>= 4.1.0)
Imports: Rsolnp, garchx, forecast, lmtest, xts, zoo
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
LazyData: true
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
NeedsCompilation: no
Packaged: 2026-07-17 17:38:07 UTC; wangqiyang
Author: Qiyang Wang [aut, cre] (ORCID: <https://orcid.org/0009-0002-6373-440X>),
  Daniel J. Eck [aut]
Maintainer: Qiyang Wang <wangqiyang497@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-27 14:40:02 UTC
Built: R 4.5.2; ; 2026-07-27 17:23:45 UTC; unix
