项目作者: MarcGumowski

项目描述 :
DEPRECATED - dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model
高级语言: R
项目地址: git://github.com/MarcGumowski/dysefamor.git
创建时间: 2016-08-28T10:08:46Z
项目社区:https://github.com/MarcGumowski/dysefamor

开源协议:

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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:

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

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

  1. library(dysefamor)
  2. ?DSFM