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sparseDFM - MaRDI portal

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
    0 references
    software version identifier
    1.0
    publication date
    23 March 2023
    0 references
    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
    0 references
    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

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