Man pages for sparseDFM
Estimate Dynamic Factor Models with Sparse Loadings
| exports | UK Trade in Goods (Exports) Dataset |
| fillNA | Interpolation of missing data |
| inflation | UK Inflation Dataset |
| kalmanMultivariate | Classic Multivariate KFS Equations |
| kalmanUnivariate | Univariate filtering (sequential processing) for fast KFS |
| logspace | logspace |
| missing_data_plot | Plot the missing data in a data matrix/frame |
| plot.sparseDFM | sparseDFM Plot Outputs |
| predict.sparseDFM | Forecasting factor estimates and data series. |
| raggedEdge | Generate a ragged edge structure for a data matrix |
| residuals.sparseDFM | sparseDFM Residuals and Fitted Values |
| sparseDFM | Estimate a Sparse Dynamic Factor Model |
| summary.sparseDFM | sparseDFM Summary Outputs |
| transformData | Transform data to make it stationary |
| tuneFactors | Tune for the number of factors to use |
