Access 'Federal Reserve Economic Data'

Provides clean, tidy access to economic data from the 'Federal Reserve Economic Data' ('FRED') API < https://fred.stlouisfed.org/docs/api/fred/>. 'FRED' is maintained by the 'Federal Reserve Bank of St. Louis' and contains over 800,000 time series from 118 sources covering GDP, employment, inflation, interest rates, trade, and more. Dedicated functions fetch series observations, search for series, browse categories, releases, and tags, and retrieve series metadata. Multiple series can be fetched in a single call, in long or wide format. Server-side unit transformations (percent change, log, etc.) and frequency aggregation are supported, with readable transform aliases such as 'yoy_pct' and 'log_diff'. Real-time and vintage helpers (built on 'ALFRED') return a series as it appeared on a given date, the first-release version, every revision, or a panel of selected vintages. Data is cached locally for subsequent calls. This product uses the 'FRED' API but is not endorsed or certified by the 'Federal Reserve Bank of St. Louis'.

Access the 'Anthropic Economic Index' Dataset

Provides clean, tidy access to the 'Anthropic Economic Index' (AEI) dataset hosted on 'Hugging Face' < https://huggingface.co/datasets/Anthropic/EconomicIndex>. The AEI is a recurring release from 'Anthropic' that maps usage of the 'Claude' family of large language models to occupations and tasks using the 'O*NET' taxonomy and the 'Standard Occupational Classification' system, following the methodology of Handa et al. (2025) and the privacy-preserving system 'Clio' of Tamkin et al. (2024) . Functions list available releases, fetch raw and enriched usage tables, retrieve task statements, request hierarchies, and country-level breakdowns, compare two releases, join the index to user-supplied data on a shared key, and compute usage-concentration metrics (Herfindahl-Hirschman Index, top-N concentration ratios, Shannon entropy). Data is cached locally for subsequent calls. Reproducibility helpers produce 'BibTeX' or plain-text citations that include the methodological source paper. This product uses the 'Anthropic Economic Index' data (released under CC-BY by 'Anthropic') but is not endorsed or certified by 'Anthropic'.

Generalized Linear Mixed Models using Template Model Builder

Fit linear and generalized linear mixed models with various extensions, including zero-inflation. The models are fitted using maximum likelihood estimation via 'TMB' (Template Model Builder). Random effects are assumed to be Gaussian on the scale of the linear predictor and are integrated out using the Laplace approximation. Gradients are calculated using automatic differentiation.

Nonparametric Rotations for Sphere-Sphere Regression

Fits sphere-sphere regression models by estimating locally weighted rotations. Simulation of sphere-sphere data according to non-rigid rotation models. Provides methods for bias reduction applying iterative procedures within a Newton-Raphson learning scheme. Cross-validation is exploited to select smoothing parameters. See Marco Di Marzio, Agnese Panzera & Charles C. Taylor (2018) .

Process and Visualize Evolve & Resequence Experiments

Handle data from evolve and resequence experiments. Measured allele frequencies (e.g., from variants called from high-throughput sequencing data) are compared using an update of the PsiSeq algorithm (Earley, Eric and Corbin Jones (2011) ). Functions for saving and loading important files are also included, as well as functions for basic data visualization.

Conformal Prediction and Uncertainty Quantification

Implements conformal prediction methods for constructing prediction intervals (regression) and prediction sets (classification) with finite-sample coverage guarantees. Methods include split conformal, 'CV+' and 'Jackknife+' (Barber et al. 2021) , 'Conformalized Quantile Regression' (Romano et al. 2019) , 'Adaptive Prediction Sets' (Romano, Sesia, Candes 2020) , 'Regularized Adaptive Prediction Sets' (Angelopoulos et al. 2021) , Mondrian conformal prediction for group-conditional coverage (Vovk et al. 2005), weighted conformal prediction for covariate shift (Tibshirani et al. 2019), and adaptive conformal inference for sequential prediction (Gibbs and Candes 2021). All methods are distribution-free and provide calibrated uncertainty quantification without parametric assumptions. Works with any model that can produce predictions from new data, including 'lm', 'glm', 'ranger', 'xgboost', and custom user-defined models.

Economic Nowcasting with Bridge Equations and Real-Time Evaluation

Provides bridge equations with optional autoregressive terms for nowcasting low-frequency macroeconomic variables (e.g. quarterly GDP) from higher-frequency indicators (e.g. monthly retail sales). Handles the ragged-edge problem where different indicators have different publication lags via mixed-frequency alignment. Includes pseudo-real-time evaluation with expanding or rolling windows, and the Diebold-Mariano test for comparing forecast accuracy following Harvey, Leybourne, and Newbold (1997) . No API calls; designed to work with data from any source.

Access 'NOAA' Climate and Weather Data

Provides clean, tidy access to climate and weather data from the 'National Oceanic and Atmospheric Administration' ('NOAA') via the 'National Centers for Environmental Information' ('NCEI') Data Service API < https://www.ncei.noaa.gov/access/services/data/v1>. Covers daily weather observations, monthly and annual summaries, and 30-year climate normals from over 100,000 stations across 180 countries. No API key is required. Dedicated functions handle the most common datasets, while a generic fetcher provides access to all 'NCEI' datasets. Station discovery functions help users find stations by location or name. Data is downloaded on first use and cached locally for subsequent calls. This package is not endorsed or certified by 'NOAA'.

Monetary Policy Shock Series for Empirical Macroeconomics

Provides a curated multi-country collection of monetary policy shock and stance series from the empirical macroeconomics literature, bundled as tidy data frames with provenance metadata. Version 0.1.0 includes thirteen series covering the United States, United Kingdom, and Australia: for the US, the policy news shock of Nakamura and Steinsson (2018) , the orthogonalised surprise of Bauer and Swanson (2023) , the target and path factors of the Swanson (2021) extension of Gurkaynak, Sack, and Swanson (2005), the pure monetary policy and central bank information shocks of Jarocinski and Karadi (2020) , the informationally-robust shock of Miranda-Agrippino and Ricco (2021) , and the shadow federal funds rate of Wu and Xia (2016) ; for the UK, the UK Monetary Policy Event-Study Database of Braun, Miranda-Agrippino, and Saha (2025) , the high-frequency surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020) , and the narrative shock of Cloyne and Hurtgen (2016) ; for Australia, the three-component RBA surprise of Hambur and Haque (2023) and the credit-spread-augmented RBA narrative shock of Beckers (2020). Helpers support date alignment, frequency conversion, and shock cumulation. All data is bundled; no runtime network access is required.

Tools for Trade Practitioners

A collection of tools for trade practitioners, including the ability to calibrate different consumer demand systems and simulate the effects of tariffs and quotas under different competitive regimes. These tools are derived from Anderson et al. (2001) and Froeb et al. (2003) .