MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

This package is used to estimate models using a Dynamic Semiparametric Factor Model (DSFM) for 1 and 2 dimensions. The procedure uses Kernel density estimation for the non-parametric functions of the model, following the iterative algorithm of Fengler and al. (2007).

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.0.0.9000
URL http://github.com/MarcGumowski/dysefamor
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("MarcGumowski/dysefamor")
MarcGumowski/dysefamor documentation built on April 12, 2018, 1:52 a.m.