# lpirfs

## About

An R-package which estimates linear and nonlinear impulse responses
with local projections by Jordà
(2005).

## Citation

Please cite the paper by Adämmer
(2019) when using the package.

## Main features

- Estimates linear and nonlinear impulse responses with local
projections.
- Estimates linear and nonlinear impulse responses with identified
shock and/or with 2SLS.
- Estimates linear and nonlinear impulse responses with local
projections for panel data.
- Functions to plot linear and nonlinear impulse responses.
- Functions are partly implemented in
*Rcpp*/*RcppArmadillo* and partly written for parallel
computation to improve efficiency.

## Installation

You can install the released version of **lpirfs** from
CRAN:

`install.packages("lpirfs")`

You can install the development version of **lpirfs**
from GitHub:

```
# install.packages("devtools")
devtools::install_github("AdaemmerP/lpirfs")
```

The package compiles some C++ source code for installation, which is
why you need the appropriate compilers:

On Windows you need Rtools
available from CRAN.

On macOS you need the Clang 6.x compiler and the GNU Fortran compiler
from macOS
tools. Having installed the compilers, you need to open a terminal
and start R via ‘PATH=/usr/local/clang6/bin:$PATH R’. Yo can then
install the package via
*devtools::install_github(“AdaemmerP/lpirfs”)*

## How to use

The paper about the package can be found here.
The vignette of the package can be found here.

## Acknowledgements

I am thankful to Òscar Jordà for
encouraging comments and helpful suggestions. I am also indebted to
Sarah Zubairy
for providing the Matlab code before the publication of their paper.

I greatly benefitted from the helpful remarks by Jon Danielsson
and the profound *R*, *Rcpp* and *GitHub* knowledge
of Philipp Wittenberg and
Detlef (overflow) Steuer. Last
but not least, I am grateful to Philipp Dybowski without whom I would
have never started this project.

All remaining errors are obviously mine.

### Author

Philipp Adämmer

### License

GPL (>= 2)