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DESCRIPTION

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Encoding: UTF-8
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LazyData: true
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Roxygen: list(markdown = TRUE, roclets = c ("namespace", "rd", "srr::srr_stats_roclet"))
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RoxygenNote: 7.1.2
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RoxygenNote: 7.2.3
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Config/testthat/edition: 3
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VignetteBuilder: knitr

NEWS.md

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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 of the matrix (after the monthly ones).
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# dfms 0.2.1.9000
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# dfms 0.2.2
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* Replace Armadillo `inv_sympd()` by Armadillo `inv()` in C++ Kalman Filter to improve numerical robustness at a minor performance cost.
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