Man pages for guilbran/dynfactoR
Dynamic factor model estimation for nowcasting

dfmEstimates a dynamic factor model based on Doz, Gianone &...
dfmMSDynamic factor model with Markov-switching states
em_convergedConvergence test for EM-algorithm.
EstepComputation of the expectation step in the EM-algorithm.
K_filterImplements a Kalman for dynamic factor model.
KimFilterImplementation of Kim (1994) filter, an extension to Kalman...
KimSmootherSmoothing algorithm from Kim (1994) to be used following a...
K_smootherImplements Kalman smoothing and is used along with Kalman...
NBBsurveyNational Bank of Belgium business and consumer surveys
predict.dfmPredict factors and observables based on an estimated dynamic...
summary.dfmSummary information on dynamic factor model estimation
VAREstimate a p-th order vector autoregressive (VAR) model
guilbran/dynfactoR documentation built on Nov. 25, 2017, 12:35 a.m.