| abc_crit | ABC criterion for choosing the number of static factors |
| admissible_mods | Admissible models |
| baingcriterion | Bai & Ng information criteria for determining the number of... |
| boot_init | Obtain initial values to start the EM algorithm |
| boot_irfs | Obtain a bootstrap distribution of the IRFs |
| chol_ident | Cholesky identification of the IRF |
| cum_irf | Cumulate IRFs for variables in differences |
| DfmRawImp | Two-step estimation method of S-DFM using VAR |
| do_everything_fglr | Estimate IRFs and associated bootstrap intervals for S-DFM |
| do_everything_rmfd | Estimate IRFs and associated bootstrap intervals for D-DFM |
| do_everything_svar | Estimate IRFs and associated bootstrap intervals for SVAR |
| estim_wrap | Estimation of the D-DFM model for given data and model... |
| FG_data | High-dimensional macroeconomic data set used in Forni and... |
| finalize_irf | Finalize IRF for the plots |
| FRED_heavy | FRED-MD (December 2021 vintage) data set with heavy... |
| FRED_light | FRED-MD (December 2021 vintage) data set with light... |
| get_acf_qnt | Get sample quantiles of the autocorrelation coefficients of... |
| init_vals | Initial values for RMFD model |
| init_wrap | Obtain initial values corresponding to a given model... |
| irf_x | Left and right multiply IRFs with constant matrices |
| kfks_cpp | Kalman filter smoother |
| lr_approx | Get Tall IRFs |
| max_step | The maximization step associated with the EM algorithm |
| normalize_irf | Normalize zero-lag coefficient of the IRF |
| pap_factory | Append file name to path |
| pipe | Pipe operator |
| plot_irfs | Plot impulse response functions |
| prune_data | Obtain a balanced and possibly imputed and standardized panel... |
| rmfd2stsp | Represent RMFD model in state space format |
| rmfd4dfm | Estimation of Impulse-Response Functions with Dynamic Factor... |
| smoothed_moments8 | Obtain Moment Matrices for the EM Algorithm Using Kalman... |
| stsp2rmfd | Obtain RMFD object from a state space system |
| tmpl_rmfd_echelon_ss | Template for echelon RMFD model in state space format |
| update_em2 | Estimation of the D-DFM model using the EM algorithm |
| X_boot | Obtain a block bootstrap data sample |
