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

Maintainer
LicenseMIT + file LICENSE
Version0.1
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("guilbran/dynfactoR")
guilbran/dynfactoR documentation built on Nov. 25, 2017, 12:35 a.m.