Package: fxregime 1.0-5

fxregime: Exchange Rate Regime Analysis

Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.

Authors:Achim Zeileis [aut, cre], Ajay Shah [ctb], Ila Patnaik [ctb], Anmol Sethy [ctb]

fxregime_1.0-5.tar.gz
fxregime_1.0-5.zip(r-4.7-any)fxregime_1.0-5.zip(r-4.6-any)fxregime_1.0-5.zip(r-4.5-any)
fxregime_1.0-5.tgz(r-4.6-any)fxregime_1.0-5.tgz(r-4.5-any)
fxregime_1.0-5.tar.gz(r-4.7-any)fxregime_1.0-5.tar.gz(r-4.6-any)
fxregime_1.0-5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
fxregime/json (API)

# Install 'fxregime' in R:
install.packages('fxregime', repos = c('https://zeileis.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://codeberg.org/zeileis/fxregime

Datasets:
  • FXRatesCHF - Exchange Rates with CHF Unit Currency

On CRAN:

Conda:

4.20 score 7 scripts 1.6k downloads 6 exports 70 dependencies

Last updated from:cdadf44e99. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK175
source / vignettesOK397
linux-releaseOK154
macos-releaseOK106
macos-oldrelOK97
windows-develOK85
windows-releaseOK110
windows-oldrelOK111
wasm-releaseOK140

Exports:fxlmfxmonitorfxpegtestfxregimesfxreturnsrefit

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfarverforecastFormulafracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7sandwichscalesSparseMstringistringrstrucchangesurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo

Exchange Rate Regime Analysis for the Chinese Yuan
Analysis | Summary | References
Rendered fromCNY.Rmdusingknitr::rmarkdown

Last update: 2026-08-01
Started: 2026-08-01

Exchange Rate Regime Analysis for the Indian Rupee
Analysis | Summary | References
Rendered fromINR.Rmdusingknitr::rmarkdown

Last update: 2026-08-01
Started: 2026-08-01

Readme and manuals

Help Manual

Help pageTopics
Confidence Intervals for Breaks between Exchange Rate Regimesbreakddates.confint.fxregimes confint.fxregimes lines.confint.fxregimes print.confint.fxregimes
Exchange Rate Regressionbread.fxlm coef.fxlm estfun.fxlm fxlm index.fxlm time.fxlm
Monitor Exchange Rate Regressionsbreakdates.fxmonitor breakpoints.fxmonitor fxmonitor plot.fxmonitor print.fxmonitor
Exchange Rates with CHF Unit CurrencyFXRatesCHF
Dating Breaks between Exchange Rate RegimesAIC.gbreakpoints AIC.gbreakpointsfull breakdates.gbreakpoints breakpoints.gbreakpointsfull coef.fxregimes confint.gbreakpoints fitted.fxregimes fxregimes gbreakpoints index.fxregimes lines.fxregimes logLik.gbreakpoints plot.gbreakpointsfull plot.summary.gbreakpointsfull print.fxregimes print.gbreakpoints print.summary.gbreakpointsfull refit.fxregimes residuals.fxregimes summary.gbreakpoints summary.gbreakpointsfull time.fxregimes
Compute Exchange Rate Returnsfxreturns
Various Tools for Exchange Rate Regime Classificationfxpegtest
Refitting Modelsrefit