Man pages for FARS
Factor-Augmented Regression Scenarios

AIC.fars	AIC for a 'fars' Object
apply_identifications	Apply Identification Constraints to Factors and Loadings
beta_ols	Efficient OLS Estimation
BIC.fars	BIC for a 'fars' Object
build_factor_structure	Build Factor Structure for Multi-level Dynamic Factor Model
canonical_correlation_analysis	Canonical Correlation Analysis for MLDFM
coef.fars	Coefficients for 'fars' Object
compute_density	Compute Skew-t Densities from Quantiles
compute_fars	Compute Factor Augmented Quantile Regressions
compute_fpr_gamma	Compute Adaptive Threshold Cross-Sectional Robust Gamma (FPR...
compute_initial_factors	Compute Initial Factors for Multi-Level Dynamic Factor Model
compute_loadings	Compute Loadings
compute_optimal_delta	Compute Optimal Delta for FPR Gamma Computation
compute_stressed_factors	Compute Stressed Factors
compute_subsample	Compute Subsample of Data by Block
correct_outliers	Correct Dataset Outliers
create_scenario	Create Stressed Scenarios
dep_variable	US GDP Growth Series
factors	Generic Function to Extract Estimated Factors
factors.mldfm	Extract Estimated Factors from a 'mldfm' Object
fitted.fars	Fitted Values for 'fars' Object
fitted.mldfm	Extract Fitted Values from a 'mldfm' Object
get_distribution	Generic Function to Extract Distribution
get_distribution.fars_density	Extract Distribution from a 'fars_density' Object
get_ellipsoids	Generic Function to Extract Ellipsoids
get_ellipsoids.fars_scenario	Get Ellipsoids from a 'fars_scenario' Object.
get_level_factors	Extract Factors at a Given Hierarchical Level
get_mldfm_list	Generic Function to Extract List of MLDFMs
get_mldfm_list.mldfm_subsample	Extract List of MLDFMs from a 'mldfm_subsample' Object
get_mldfm_model	Generic Function to Extract a Specific 'mldfm' Object
get_mldfm_model.mldfm_subsample	Extract a Specific 'mldfm' Object from a 'mldfm_subsample'...
get_quantile_levels	Generic Function to Extract Quantile Levels
get_quantile_levels.fars	Extract Quantile Levels from a 'fars' Object
get_rq_model	Generic Function to Extract a Specific 'rq' Object
get_rq_model.fars	Extract a Specific 'rq' Object from a 'fars' Object
get_sigma_list	Generic Function to Get Sigma List
inflation_data	European Countries Inflation Series
l_density	Compute Skew-t Densities from Quantiles (Linear Optimization)
loadings	Generic Function to Extract Factor Loadings
loadings.mldfm	Extract Factor Loadings from a 'mldfm' Object
logLik.fars	Log-Likelihoods for 'fars' Object
mf_data	Macro-Financial Database
mldfm	Multi-Level Dynamic Factor Model (MLDFM)
mldfm_subsampling	Subsampling Procedure for MLDFM Estimation
multiple_blocks	Multi-level Dynamic Factor Model - Multiple Blocks (MLDFM)
nl_density	Compute Skew-t Densities from Quantiles (Non-Linear...
plot_factors.mldfm	Plot Factors from 'mldfm' Object
plot.fars	Plot Method for 'fars' Object
plot.fars_density	Plot Method for 'fars_density' Object
plot.fars_scenario	Plot Method for 'fars_scenario' Object
plot_loadings.mldfm	Plot Loadings from 'mldfm' Object
plot.mldfm	Plot Method for MLDFM object
plot.mldfm_subsample	Plot Method for 'mldfm_subsample' Object
plot_residuals.mldfm	Plot Residuals from 'mldfm' Object
predict.fars	Predict Method for 'fars' Object
print.fars	Print Method for 'fars' Object
print.fars_density	Print Method for 'fars_density' Object
print.fars_scenario	Print Method for 'fars_scenario' Object
print.mldfm	Print Method for 'mldfm' Object
print.mldfm_subsample	Print Method for 'mldfm_subsample' Object
quantile_risk	Extract Conditional Quantile from 'fars_density' Object
residuals.fars	Residuals for 'fars' Object
residuals.mldfm	Extract Residuals from a 'mldfm' Object
single_block	Multi-Level Dynamic Factor Model - Single Block (DFM)
summary.fars	Summary Method for 'fars' Object
summary.fars_density	Summary Method for 'fars_density' Object
summary.fars_scenario	Summary Method for 'fars_scenario' Object
summary.mldfm	Summary Method for 'mldfm' Object
summary.mldfm_subsample	Summary Method for 'mldfm_subsample' Object
update_factor_list	Update Factor List