README.md

In MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

DEPRECATED

dysefamor is a small package that implement an algorithm following Fengler and al. (2007) to fit Dynamic Semiparametric Factor Models (DSFM), for one and two-dimensional data. This package is easy to use and provide several generic functions to analyze the fitted models.

Get the latest version from GitHub:

# install.packages("devtools")
devtools::install_github("MarcGumowski/dysefamor")

Get the basic way of using it from the R-help:

library(dysefamor)
?DSFM

MarcGumowski/dysefamor documentation built on May 7, 2019, 2:47 p.m.