sparseDFM (Q1334366)
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Estimate Dynamic Factor Models with Sparse Loadings
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | sparseDFM |
Estimate Dynamic Factor Models with Sparse Loadings |
Statements
23 March 2023
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Luke Mosley
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Tak-shing Chan
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Identifiers
https://github.com/cran/sparseDFM
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14 October 2023
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