nowcastDFM: DFMs for Nowcasting

Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. 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 (≥ 0.8.0.1), 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 un.org>
License: GPL-3
URL: https://github.com/dhopp1/nowcastDFM/, https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf, https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting
NeedsCompilation: no
Materials: README
CRAN checks: nowcastDFM results

Documentation:

Reference manual: nowcastDFM.pdf

Downloads:

Package source: nowcastDFM_1.0.0.tar.gz
Windows binaries: r-devel: nowcastDFM_1.0.0.zip, r-release: nowcastDFM_1.0.0.zip, r-oldrel: nowcastDFM_1.0.0.zip
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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=nowcastDFM to link to this page.