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DESCRIPTION
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Package: nowcastDFM
Title: DFMs for Nowcasting
Version: 1.0.0
Authors@R: c(
person("Daniel", "Hopp", email = "[email protected]", role = c("aut", "cre")),
person("Fernando", "Cantu", email = "[email protected]", role = c("aut"))
)
Description: Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.
Depends:
R (>= 3.3.0),
dplyr (>= 0.8.0.1),
matlab (>= 1.0.2),
pracma (>= 2.3.3),
signal (>= 0.7-7)
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.2
URL: https://github.com/dhopp1/nowcastDFM/, https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf, https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting
Suggests:
testthat (>= 3.0.0)
Config/testthat/edition: 3