Skip to content

DEPRECATED - dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

Notifications You must be signed in to change notification settings

MarcGumowski/dysefamor

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

32 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

DEPRECATED

dysefamor is a small package that implement an algorithm following Fengler and al. (2007) to fit Dynamic Semiparametric Factor Models (DSFM), for one and two-dimensional data. This package is easy to use and provide several generic functions to analyze the fitted models.

Get the latest version from GitHub:

# install.packages("devtools")
devtools::install_github("MarcGumowski/dysefamor")

Get the basic way of using it from the R-help:

library(dysefamor)
?DSFM

About

DEPRECATED - dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages