API for sparseDFM
Estimate Dynamic Factor Models with Sparse Loadings
| Global functions | |
|---|---|
| EM | Source code |
| VAR | Source code |
| bicFunction | Source code |
| blkdiag | Source code |
| emConverged | Source code |
| exports | Man page |
| fastLambda | Source code |
| fillNA | Man page Source code |
| fitted.sparseDFM | Man page Source code |
| inflation | Man page |
| initPCA | Source code |
| kalmanMultivariate | Man page Source code |
| kalmanUnivariate | Man page Source code |
| linspace | Source code |
| logspace | Man page Source code |
| missing_data_plot | Man page Source code |
| plot.sparseDFM | Man page Source code |
| predict.sparseDFM | Man page Source code |
| print.sparseDFM | Man page Source code |
| print.sparseDFM_forecast | Man page Source code |
| raggedEdge | Man page Source code |
| resid.sparseDFM | Man page |
| residuals.sparseDFM | Man page Source code |
| softThreshMatrix | Source code |
| softThreshScalar | Source code |
| solveCube | Source code |
| solveLambda | Source code |
| sparseDFM | Man page Source code |
| summary.sparseDFM | Man page Source code |
| transformData | Man page Source code |
| tuneFactors | Man page Source code |
