nowcastDFM: DFMs for Nowcasting

Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.

Version: 1.0.0
Depends: R (≥ 3.3.0), dplyr (≥, matlab (≥ 1.0.2), pracma (≥ 2.3.3), signal (≥ 0.7-7)
Suggests: testthat (≥ 3.0.0)
Published: 2021-12-01
Author: Daniel Hopp [aut, cre], Fernando Cantu [aut]
Maintainer: Daniel Hopp <daniel.hopp at>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: nowcastDFM results


Reference manual: nowcastDFM.pdf


Package source: nowcastDFM_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nowcastDFM_1.0.0.tgz, r-oldrel (arm64): nowcastDFM_1.0.0.tgz, r-release (x86_64): nowcastDFM_1.0.0.tgz, r-oldrel (x86_64): nowcastDFM_1.0.0.tgz


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