cmfs_R_package

cmfs 0.1.0 New Features Initial release of CMFS package (2025-12-18) Core functionality for computing Systemic Tenacity Index (STI) SETAR model fitting and forecasting Multiple data source support (Yahoo, FRED, CSV, Excel) GARCH variant selection (sGARCH, eGARCH, gjrGARCH) Comprehensive robustness checks Automatic threshold sensitivity analysis References Hammad (2025): https://zenodo.org/records/17943080

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-12-18
DOI
https://doi.org/10.5281/zenodo.17972782
Primary Topic
Statistical and numerical algorithms
Type
article
Field-Weighted Citation Impact
0.00
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article

cmfs_R_package

Zenodo (CERN European Organization for Nuclear Research)
Statistical and numerical algorithms
article

cmfs_R_package

article en

Abstract

cmfs 0.1.0 New Features Initial release of CMFS package (2025-12-18) Core functionality for computing Systemic Tenacity Index (STI) SETAR model fitting and forecasting Multiple data source support (Yahoo, FRED, CSV, Excel) GARCH variant selection (sGARCH, eGARCH, gjrGARCH) Comprehensive robustness checks Automatic threshold sensitivity analysis References Hammad (2025): https://zenodo.org/records/17943080

Zenodo (CERN European Organization for Nuclear Research)
Industry, innovation and infrastructure
Openalex Percentile: Top 25%
Statistical and numerical algorithms
DOIOpen Access PDFOpenAlex
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cmfs_R_package · Zenodo (CERN European Organization for Nuclear Research) (2025) | TGRS Research Map | TGRS