nowcastSpecificationHelper: Helper function to wrap the nowcasting routine

In TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure

Helper function to wrap the nowcasting routine

Description

Helper function to wrap the nowcasting routine

Usage

nowcastSpecificationHelper(
  cv_repetitions,
  no_of_factors,
  no_of_variables,
  no_of_observations,
  no_of_mtly_variables,
  lasso_penalty_type,
  data,
  variable_of_interest,
  fcast_horizon,
  delay,
  candidates,
  frequency,
  max_factor_lag_order,
  decorr_errors,
  lag_estim_criterion,
  max_iterations,
  comp_null,
  spca_conv_crit,
  max_ar_lag_order,
  max_predictor_lag_order,
  jitter,
  svd_method,
  weights
)

TwoStepSDFM documentation built on May 19, 2026, 9:07 a.m.