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NEWS.md
In TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure
Upate notes for version 0.2.2
- Bug fix in the Bai and Ng IC routine
- Minor bugfix in the DFM simulation routine
- Fix comipilation issues on some older macOS machines
Try the TwoStepSDFM package in your browser
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TwoStepSDFM documentation built on May 19, 2026, 9:07 a.m.
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Upate notes for version 0.2.2
- Bug fix in the Bai and Ng IC routine
- Minor bugfix in the DFM simulation routine
- Fix comipilation issues on some older macOS machines
Try the TwoStepSDFM package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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