Man pages for guilbran/dynfactoR
Dynamic factor model estimation for nowcasting
| dfm | Estimates a dynamic factor model based on Doz, Gianone &... |
| dfmMS | Dynamic factor model with Markov-switching states |
| em_converged | Convergence test for EM-algorithm. |
| Estep | Computation of the expectation step in the EM-algorithm. |
| K_filter | Implements a Kalman for dynamic factor model. |
| KimFilter | Implementation of Kim (1994) filter, an extension to Kalman... |
| KimSmoother | Smoothing algorithm from Kim (1994) to be used following a... |
| K_smoother | Implements Kalman smoothing and is used along with Kalman... |
| NBBsurvey | National Bank of Belgium business and consumer surveys |
| predict.dfm | Predict factors and observables based on an estimated dynamic... |
| summary.dfm | Summary information on dynamic factor model estimation |
| VAR | Estimate a p-th order vector autoregressive (VAR) model |
