DSFM2DData: DSFM Data Set Generation

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

Description

This function generates a data set to be used in the DSFM function.

Usage

DSFM2DData(y, x1 = NULL, x2 = NULL)

Arguments

y	a numeric list of matrix containing the response variables. Each matrix represents one date.
x1	a numeric vector of the covariates x1.
x2	a numeric vector of the covariates x2.

Value

DSFM2DData returns a list, which belongs to the class "DSFM2DData". The list contains the dates, the responses and the covariates in four distinct columns.

The generic functions print, summary, and plot are available for this class.

Note

If the data set contains different covariates for each dates, the data has to be formatted manually then inserted in the DSFM2DData function to obtain an object of class DSFM2DData.

The correct format is a four columns data.frame containing a time indicator as first columns, the responses in the second columns and the coordinates of the two dimensions in the two remaining columns.

See Also

summary.DSFM2DData, plot.DSFM2DData.

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