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Merge pull request #75 from SebKrantz/development
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DESCRIPTION

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Package: dfms
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Version: 0.3.0
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Version: 0.3.1
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Title: Dynamic Factor Models
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Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "[email protected]"),
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person("Rytis", "Bagdziunas", role = "aut"),
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A comprehensive set of methods supports interpretation and visualization of the model as well as forecasting.
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Information criteria to choose the number of factors are also provided - following Bai and Ng (2002)
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<doi:10.1111/1468-0262.00273>.
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URL: https://sebkrantz.github.io/dfms/
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URL: https://sebkrantz.github.io/dfms/, https://github.com/SebKrantz/dfms
2020
BugReports: https://github.com/SebKrantz/dfms/issues
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Depends: R (>= 3.5.0)
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Imports: Rcpp (>= 1.0.1), collapse (>= 2.0.0)

NEWS.md

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# dfms 0.3.1
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* Fixed bug which occurred with only one quarterly variable (#73). Thanks @SantiagoD999 for reporting.
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# dfms 0.3.0
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* Added argument `quarterly.vars`, enabling mixed-frequency estimation with monthly and quarterly data following Banbura and Modugno (2014). The data matrix should contain the quarterly variables at the end (after the monthly ones).

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