README.md

dffm

The goal of dffm is to provide functionality to apply the methods developed in the paper “Approximate Factor Models for Functional Time Series” by Sven Otto and Nazarii Salish.

Preprint:

https://arxiv.org/abs/2201.02532

Installation

You can install the package using the following command:

library(remotes)
install_github("ottosven/dffm")


ottosven/dffm documentation built on Feb. 23, 2025, 1:15 p.m.