fred - 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. An offline curated catalogue of around fifty popular series, NBER recession reference dates, and FOMC meeting dates support discoverability and event-study workflows. Default 'plot' method shades NBER recession periods. Reproducibility helpers produce BibTeX or plain-text citations and YAML manifests with per-object hashes. 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'.

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6.11 score 6 stars 24 scripts 517 downloads

climatekit - Unified Climate Indices for Temperature, Precipitation, and Drought

Compute the standard suite of climate indices from daily weather observations. Provides the canonical 'ETCCDI' 27 (Expert Team on Climate Change Detection and Indices), the 'ET-SCI' heatwave and cold-wave families plus the Excess Heat Factor of Nairn and Fawcett (2013), and agroclimatic, drought, and human-comfort families. Drought indices ('SPI', 'SPEI') accept a choice of distribution (gamma or Pearson III for SPI; log-logistic or generalised extreme value for SPEI). Reference evapotranspiration is available via Hargreaves and the FAO-56 Penman-Monteith method (Allen et al. 1998). Percentile-based indices support the Zhang (2005) in-base bootstrap. Daily inputs are numeric vectors plus a 'Date' vector; outputs are tidy data frames. Optional gridded support via 'terra' applies any index over a 'SpatRaster' and reads 'netCDF' input. No external API calls; pairs with data packages such as 'readnoaa'. References: Alexander et al. (2006) <doi:10.1029/2005JD006290>; Zhang et al. (2011) <doi:10.1002/wcc.147>; Zhang et al. (2005) <doi:10.1175/JCLI3366.1>.

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5.30 score 5 stars 367 downloads

obr - Access 'Office for Budget Responsibility' Data

Provides clean, tidy access to data published by the 'Office for Budget Responsibility' ('OBR'), the UK's independent fiscal watchdog. Covers the Public Finances Databank (outturn for PSNB, PSND, receipts, and expenditure since 1946), the Historical Official Forecasts Database (every 'OBR' forecast since 2010), the Economic and Fiscal Outlook detailed forecast tables (five-year projections from the latest Budget), the Welfare Trends Report (incapacity benefit spending and caseloads), and the Fiscal Risks and Sustainability Report (50-year state pension projections). All returned objects carry provenance metadata recording the source URL, publication vintage, retrieval time, and file fingerprint, so analyses can be audited and reproduced. Data is downloaded from the 'OBR' on first use and cached locally for subsequent calls. Data is sourced from the 'OBR' website <https://obr.uk>.

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5.20 score 1 stars 3 scripts 426 downloads

ivcheck - Tests for Instrumental Variable Validity

Implements tests for the identifying assumptions of instrumental variable models, the local exclusion restriction and monotonicity conditions required for local average treatment effect identification. Covers Kitagawa (2015) <doi:10.3982/ECTA11974>, Mourifie and Wan (2017) <doi:10.1162/REST_a_00622>, and Frandsen, Lefgren, and Leslie (2023) <doi:10.1257/aer.20201860>. Includes a one-shot wrapper that runs all applicable tests on a fitted instrumental variable model. Dispatches on 'fixest' and 'ivreg' model objects.

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5.18 score 2 stars 473 downloads

cer - Download and Tidy Australian Clean Energy Regulator Data

Fetch Australian Clean Energy Regulator data on carbon credits, safeguard mechanism facilities, renewable energy certificates, and greenhouse gas reporting. Provides tidy access to the Australian Carbon Credit Unit (ACCU) Scheme project register, Safeguard Mechanism baselines and covered emissions, Large-scale Renewable Energy Target (LRET) power station accreditations, Small-scale Renewable Energy Scheme (SRES) installation data, the National Greenhouse and Energy Reporting (NGER) scheme, and Quarterly Carbon Market Reports <https://cer.gov.au/markets/reports-and-data>. Includes a post-Chubb ACCU integrity layer (Chubb 2022 Independent Review), Safeguard reform handling (declining industry baselines from July 2023), National Greenhouse and Energy Reporting scope discipline (Scope 1 / Scope 2 market vs location / Climate Active), reconciliation against the Quarterly Carbon Market Report, and reproducibility helpers (snapshot pinning, SHA-256 cache integrity, session manifest, optional Zenodo deposit). Data is published by the Clean Energy Regulator under a Creative Commons Attribution 4.0 International licence.

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4.88 score 438 downloads

ato - Download and Tidy Australian Taxation Office Data

Fetch Australian Taxation Office (ATO) Taxation Statistics and related datasets via the data.gov.au Comprehensive Knowledge Archive Network ('CKAN') API <https://data.gov.au/data/api/3/>. Provides tidy access to individual, company, superannuation, goods and services tax (GST), fringe benefits tax (FBT), Voluntary Tax Transparency Code (VTTC), Pay As You Go (PAYG) withholding, charity, excise, and Corporate Tax Transparency data, plus Division 293, Petroleum Resource Rent Tax, Medicare Levy Surcharge, fuel tax credits, compliance, and Working Holiday Maker aggregates. Includes reproducibility helpers (snapshot pinning, SHA-256 cache integrity, session manifest, optional 'Zenodo' deposit), classification crosswalks (ANZSIC 2006 to 2020, ANZSCO 2013 to 2021), panel harmonisation, reconciliation against Final Budget Outcome totals, and real-terms and per-capita helpers backed by bundled Australian Bureau of Statistics (ABS) Consumer Price Index and Estimated Resident Population series. Bridges to the 'taxstats' 2 per cent microdata sample via column-schema mapping. Data is published by the Australian Taxation Office under Creative Commons Attribution 2.5 Australia or 3.0 Australia licences (dataset-dependent).

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4.88 score 455 downloads

predictset - 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) <doi:10.1214/20-AOS1965>, 'Conformalized Quantile Regression' (Romano et al. 2019) <doi:10.48550/arXiv.1905.03222>, 'Adaptive Prediction Sets' (Romano, Sesia, Candes 2020) <doi:10.48550/arXiv.2006.02544>, 'Regularized Adaptive Prediction Sets' (Angelopoulos et al. 2021) <doi:10.48550/arXiv.2009.14193>, Mondrian conformal prediction for group-conditional coverage (Vovk, Gammerman, and Shafer 2005) <doi:10.1007/b106715>, weighted conformal prediction for covariate shift (Tibshirani et al. 2019) <doi:10.48550/arXiv.1904.06019>, and adaptive conformal inference for sequential prediction (Gibbs and Candes 2021) <doi:10.48550/arXiv.2106.00170>. 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.

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4.65 score 1 stars 462 downloads

aemo - Download Australian Energy Market Operator Data

Fetch Australian Energy Market Operator (AEMO) public data from 'NEMweb' <http://nemweb.com.au> and the Market Management System Data Model (MMSDM) historical archive. Provides tidy access to 5-minute and 30-minute wholesale electricity prices, regional demand, dispatch-unit output, interconnector flows, rooftop photovoltaic generation, generator bids, predispatch forecasts, frequency control ancillary services markets, and gas market data across the National Electricity Market (NEM) regions. Data is published by AEMO under its Copyright Permissions Notice <https://www.aemo.com.au/privacy-and-legal-notices/copyright-permissions>.

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4.60 score 6 scripts 539 downloads

boe - Download Data from the 'Bank of England' Statistical Database

Provides functions to download and tidy statistical data published by the 'Bank of England' <https://www.bankofengland.co.uk>. Covers Bank Rate, 'SONIA', gilt yields, exchange rates, mortgage rates, mortgage approvals, consumer credit, and money supply. Series are fetched from the 'Bank of England Interactive Statistical Database' using its CSV endpoint. Data is cached locally between sessions.

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4.60 score 9 scripts 545 downloads

hmrc - Download and Tidy 'HMRC' Statistical Data

Provides functions to download, parse, and tidy statistical data published by 'HM Revenue and Customs' ('HMRC') on 'GOV.UK'. Returns annotated 'hmrc_tbl' data frames with provenance metadata (source URL, fetch time, vintage, cell methods) for reproducible fiscal research. Covers monthly tax receipts (41 tax heads from 2008), 'VAT' (from 1973), fuel duties (from 1990), tobacco duties (from 1991), annual 'Corporation Tax' receipts, stamp duty, research and development tax credit statistics (from 2000), tax gap estimates, 'Income Tax' liabilities by income range, and monthly property transaction counts. File URLs are resolved at runtime via the 'GOV.UK' Content API <https://www.gov.uk/api/content>, so data is always current without hardcoded URLs. Files are cached locally between sessions.

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4.60 score 2 scripts 490 downloads

readaec - Access Australian Electoral Commission Data

Provides clean, tidy access to Australian Electoral Commission (AEC) federal election data. Includes results for the House of Representatives and Senate from 2007 onwards, at both division and polling place level. Data is downloaded directly from the AEC <https://results.aec.gov.au> on first use and cached locally for subsequent calls.

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4.54 score 463 downloads

magentabook - HM Treasury Magenta Book Policy Evaluation Primitives

Implements policy evaluation primitives from HM Treasury Magenta Book guidance (HM Treasury, 2026): theory of change and log-frame construction, evaluation planning and stakeholder mapping, power and minimum-detectable-effect calculations for randomised designs (including cluster and stepped-wedge designs following Hussey and Hughes (2007) <doi:10.1016/j.cct.2006.05.007> and Hemming et al. (2015) <doi:10.1136/bmj.h391>), Maryland Scientific Methods Scale ratings, structured confidence ratings, light-weight difference-in-differences and interrupted-time-series estimators (Bernal et al. (2017) <doi:10.1093/ije/dyw098>) with cluster-robust standard errors (Cameron and Miller (2015) <doi:10.3368/jhr.50.2.317>), pre-treatment balance checks (Stuart (2010) <doi:10.1214/09-STS313>), and cost-effectiveness analysis (cost per outcome, incremental cost-effectiveness ratio, acceptability curves, incremental net benefit, quality-adjusted and disability-adjusted life years). Designed as the evaluation companion to the appraisal package 'greenbook'. Bundled rubric and reference tables carry vintage metadata for reproducibility. Aligned with the May 2026 republication of the Magenta Book.

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4.48 score 308 downloads

greenbook - HM Treasury Green Book Cost-Benefit Analysis Primitives

Implements cost-benefit analysis primitives from HM Treasury Green Book guidance (HM Treasury, 2022, 2026): the kinked Social Time Preference Rate (STPR), discount factors, net present value (NPV), equivalent annual cost, and real-terms rebasing using the GDP deflator. Designed for UK central government appraisal and evaluation. Bundled parameter tables carry vintage metadata for reproducibility.

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4.48 score 403 downloads

aieconindex - 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) <doi:10.48550/arXiv.2503.04761> and the privacy-preserving system 'Clio' of Tamkin et al. (2024) <doi:10.48550/arXiv.2412.13678>. 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'.

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4.30 score 1 stars 306 downloads

readnoaa - 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'.

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apiclimatenoaaweather

4.08 score 3 stars 2 scripts 513 downloads

nowcast - 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) <doi:10.1016/S0169-2070(96)00719-4>. No API calls; designed to work with data from any source.

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3.85 score 2 stars 442 downloads

inflateR - Inflation Adjustment for Historical Currency Values

Convert historical monetary values into their present-day equivalents using bundled CPI (Consumer Price Index) and GDP deflator data sourced from the World Bank Development Indicators. Supports British pounds (GBP), Australian dollars (AUD), US dollars (USD), Euro (EUR), Canadian dollars (CAD), Japanese yen (JPY), Chinese yuan (CNY), Swiss francs (CHF), New Zealand dollars (NZD), Indian rupees (INR), South Korean won (KRW), Brazilian reais (BRL), and Norwegian krone (NOK). Currency codes and country names are both accepted as input.

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3.65 score 1 stars 1 scripts 446 downloads

inflationkit - Inflation Decomposition, Core Measures, and Trend Estimation

Tools for analysing inflation dynamics. Computes weighted contributions of price index components, core inflation measures (trimmed mean, weighted median, exclusion-based) following Bryan and Cecchetti (1994), inflation persistence via sum-of-AR-coefficients, diffusion indices, Phillips curve estimation, breakeven inflation, and trend inflation using the Beveridge-Nelson decomposition and Hodrick-Prescott filter. All functions are pure computation and work with price data from any source.

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3.60 score 442 downloads

debtkit - Debt Sustainability Analysis and Fiscal Risk Assessment

Analyses government debt sustainability using the standard debt dynamics framework from Blanchard (1990) <doi:10.1787/budget-v2-art12-en> and the IMF Debt Sustainability Analysis methodology (IMF, 2013) and the Sovereign Risk and Debt Sustainability Framework (IMF, 2022). Projects debt-to-GDP paths, decomposes historical debt changes into interest, growth, and primary balance contributions, and estimates fiscal reaction functions following Bohn (1998) <doi:10.1162/003355398555793>. Produces stochastic fan charts via Monte Carlo simulation, standardised stress tests, and IMF- style heat map risk assessments. Computes S1/S2 sustainability gap indicators used by the European Commission. All methods are pure computation with no external dependencies beyond base R; works with fiscal data from any source.

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3.60 score 443 downloads

ons - Download Data from the 'Office for National Statistics'

Provides functions to download and tidy statistical data published by the 'Office for National Statistics' <https://www.ons.gov.uk>. Covers GDP, inflation (CPI, CPIH, RPI), unemployment, employment, wages, trade, retail sales, house prices, productivity, population, and public sector finances. Most series are fetched from the 'ONS' website using its CSV time series endpoint. House price data is sourced from 'HM Land Registry' <https://www.gov.uk/government/organisations/land-registry>. Data is cached locally between sessions.

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3.60 score 10 scripts 492 downloads

yieldcurves - Yield Curve Fitting, Analysis, and Decomposition

Fits yield curves using Nelson-Siegel (1987) <doi:10.1086/296409>, Svensson (1994) <doi:10.3386/w4871>, and cubic spline methods. Extracts forward rates, discount factors, and par rates from fitted curves. Computes duration and convexity risk measures. Computes Z-spread and key rate durations. Provides principal component decomposition following Litterman and Scheinkman (1991) <doi:10.3905/jfi.1991.692347>, carry and roll-down analysis, and slope measures. All methods are pure computation with no external dependencies beyond base R; works with yield data from any source.

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3.54 score 1 stars 467 downloads

readoecd - Download and Tidy Data from the 'OECD'

Provides clean, tidy access to key economic indicators published by the 'Organisation for Economic Co-operation and Development' ('OECD'), covering GDP, CPI inflation, unemployment, tax revenue, government deficit, health expenditure, education expenditure, income inequality, labour productivity, and current account balance across all 38 'OECD' member countries. Data is downloaded from the 'OECD Data Explorer' API <https://data-explorer.oecd.org> on first use and cached locally for subsequent calls. Returns tidy long-format data frames ready for analysis and visualisation.

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3.54 score 3 scripts 464 downloads

carbondata - Access Carbon Market Data from Emissions Trading Systems and Voluntary Registries

Unified access to carbon market data from compliance emissions trading systems ('EU ETS', 'UK ETS', 'RGGI', California Cap-and-Trade) and voluntary carbon markets (Verra, Gold Standard, American Carbon Registry, Climate Action Reserve, via the Berkeley Voluntary Registry Offsets Database and the 'CarbonPlan' 'OffsetsDB' API). Includes cross-market price data from the 'International Carbon Action Partnership' ('ICAP') Allowance Price Explorer <https://icapcarbonaction.com/en/ets-prices>, global carbon pricing from the World Bank Carbon Pricing Dashboard <https://carbonpricingdashboard.worldbank.org/>, and the historical 'RFF' World Carbon Pricing Database following Dolphin, Pollitt and Newbery (2020) <doi:10.1038/s41597-022-01659-x>. Data is downloaded from public sources on first use and cached locally.

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3.48 score 2 stars 450 downloads

readecb - Access 'European Central Bank' Data

Provides clean, tidy access to statistical data published by the 'European Central Bank' ('ECB') via the 'ECB Data Portal' API <https://data.ecb.europa.eu>. Covers policy interest rates, 'EURIBOR', euro exchange rates, harmonised consumer price inflation ('HICP'), euro area yield curves, the euro short-term rate ('ESTR'), monetary aggregates (M1, M2, M3), mortgage and lending rates, GDP, unemployment, and government debt-to-GDP. Each dataset has a dedicated function that abstracts away the underlying 'SDMX' key structure, so users do not need to know series codes. A generic fetcher is also provided for direct access to any of the 'ECB' 100-plus dataflows. Data is downloaded on first use and cached locally for subsequent calls.

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3.48 score 6 scripts 442 downloads

inequality - Inequality Measurement, Decomposition, and Poverty Analysis

Tools for measuring income and wealth inequality. Computes the Gini coefficient with bootstrap or asymptotic confidence intervals following Davidson (2009) <doi:10.1016/j.jeconom.2008.11.004>, the extended S-Gini family, Theil T and L indices (generalised entropy family), the Atkinson index, the Kolm absolute inequality index, Palma ratio, Hoover index, percentile ratios, and Lorenz curves. Supports between-within group decomposition following Bourguignon (1979) <doi:10.2307/1914138>, income share tabulation, concentration indices for health inequality with Erreygers (2009) correction, Kakwani tax progressivity and Reynolds-Smolensky redistribution indices, Foster-Greer-Thorbecke poverty measures including the Sen index, growth incidence curves following Ravallion and Chen (2003) <doi:10.1016/S0165-1765(02)00205-7>, and Wolfson polarisation. All functions accept optional survey weights and work with data from any source.

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3.40 score 474 downloads

mpshock - 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) <doi:10.1093/qje/qjy004>, the orthogonalised surprise of Bauer and Swanson (2023) <doi:10.1086/723574>, the target and path factors of the Swanson (2021) <doi:10.1016/j.jmoneco.2020.09.003> extension of Gurkaynak, Sack, and Swanson (2005), the pure monetary policy and central bank information shocks of Jarocinski and Karadi (2020) <doi:10.1257/mac.20180090>, the informationally-robust shock of Miranda-Agrippino and Ricco (2021) <doi:10.1257/mac.20180124>, and the shadow federal funds rate of Wu and Xia (2016) <doi:10.1111/jmcb.12300>; for the UK, the UK Monetary Policy Event-Study Database of Braun, Miranda-Agrippino, and Saha (2025) <doi:10.1016/j.jmoneco.2024.103645>, the high-frequency surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020) <doi:10.1016/j.euroecorev.2020.103375>, and the narrative shock of Cloyne and Hurtgen (2016) <doi:10.1257/mac.20150093>; for Australia, the three-component RBA surprise of Hambur and Haque (2023) <doi:10.1111/1475-4932.12786> 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.

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3.30 score 1 stars 477 downloads

comtrade - Access and Analyse UN Comtrade International Trade Data

Download and analyse international merchandise and services trade data from the United Nations Comtrade database <https://comtradeplus.un.org/>. Retrieve bilateral trade flows, compute trade analytics (revealed comparative advantage, trade concentration, trade balance), and convert between commodity classifications (Harmonised System 'HS', Standard International Trade Classification 'SITC', Broad Economic Categories 'BEC'). Covers 200+ reporter countries, 60+ years of goods trade data (1962-present), and services trade via Extended Balance of Payments Services ('EBOPS'). Works without registration for basic queries. A free Application Programming Interface ('API') key from <https://comtradedeveloper.un.org/> unlocks full access.

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3.30 score 418 downloads

ukhousing - Access UK Housing Data from Land Registry, EPC, and Planning

Fetch UK housing data from official sources. Access the UK House Price Index and Price Paid Data from 'HM Land Registry' <https://landregistry.data.gov.uk/>, domestic and non-domestic Energy Performance Certificates from the 'MHCLG' Open Data service <https://epc.opendatacommunities.org/>, and planning application, brownfield land, and local plan data from 'planning.data.gov.uk' <https://www.planning.data.gov.uk/>. Data covers all 441 UK local authorities from 1995 to the present. Functions accept flexible filters (postcode, local authority, property type, date range) and return tidy data frames. Downloaded data is cached locally for subsequent calls.

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3.18 score 412 downloads