Man pages for h4sci/packagr
Estimation of a Bayesian Dynamic Factor Model
| BayesianDFM | A package for running a Bayesian DFM |
| bvar_jeff | Draws posterior of VAR(p) Model with non-informative prior |
| comp_f_state | Construct companion matrix for VAR(p) model |
| create_inventory | Create an inventory for time series |
| data | Stock and Flow list of indicators. |
| dat_final | List of indicators. |
| draw_lam | Draw factor loadings from their conditional posterior |
| draw_sig | Draw variance of idiosyncratic components from inverse gamma... |
| get_ic | Find optimal number of factors in a factor model. |
| get_nowcast | Get nowcast from the bayesian DFM |
| inventory | Descriptive Statistics of indicators. |
| metadata | Metadata of indicators. |
| multimove_gibbs | Draws factor conditional on parameters |
| out | Results of the model. |
| prepare_data | Prepare time series data for usage |
| run_model | Get nowcast from the bayesian DFM |
| Xmat | Matrix of relvant indicators in time series format. |
