Published December 18, 2025
| Version 0.1.0
cmfs_R_package
Authors/Creators
Description
- 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
- Hammad (2025): https://zenodo.org/records/17943080
Files
CMFS_R_Package.pdf
Additional details
Related works
- Is source of
- Preprint: 10.5281/zenodo.17943080 (DOI)
Dates
- Other
-
2025-12-18
Software
- Repository URL
- https://github.com/rs-hammad/cmfs-r-package
- Programming language
- R
- Development Status
- Active
References
- zenodo.17943080