guilbran/dynfactoR: Dynamic factor model estimation for nowcasting

This package implements a subset of state space modelling, namely models with dynamic factors. These models are commonly used in economics for short-term forecasting due to possibility to summarize information from large datasets in a small number of factors.

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
guilbran/dynfactoR documentation built on May 8, 2019, 1:35 a.m.