sparseDFM (Q1334366)

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Estimate Dynamic Factor Models with Sparse Loadings
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English
sparseDFM
Estimate Dynamic Factor Models with Sparse Loadings

    Statements

    instance of
    R package
    0 references
    last update
    23 March 2023
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    software version identifier
    1.0
    publication date
    23 March 2023
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    author
    Luke Mosley
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    Tak-shing Chan
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    Alex Gibberd
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    imports
    ggplot2
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    Rcpp
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    Matrix
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    programmed in
    R
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    depends on software
    R
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    Identifiers

    swMATH work ID
    44621
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    Analysis & Policy Observatory term ID
    https://github.com/cran/sparseDFM
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    CRAN project
    sparseDFM
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