Merge pull request #54 from SebKrantz/development

v0.2.1.

Author: SebKrantz

DESCRIPTION

@@ -1,5 +1,5 @@
 Package: dfms
-Version: 0.2.0
+Version: 0.2.1
 Title: Dynamic Factor Models
 Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "[email protected]"),
              person("Rytis", "Bagdziunas", role = "aut"))

NEWS.md

@@ -1,3 +1,7 @@
+# dfms 0.2.1
+
+* Fixed print bug in `summary.dfm`: print method showed that model had AR(1) errors even though `idio.ar1 = FALSE` by default. 
+
 # dfms 0.2.0
 
 * Added argument `idio.ar1 = TRUE` allowing estimation of approximate DFM's with AR(1) observation errors. 

README.md

@@ -18,8 +18,6 @@
 <!--
 The package is fully functional though, and you are very welcome to install it using `remotes::install_github("SebKrantz/dfms")` and give feedback. -->
 
-***
-
 *dfms* provides efficient estimation of Dynamic Factor Models via the EM Algorithm. Estimation can be done in 3 different ways following:
 
 - Doz, C., Giannone, D., & Reichlin, L. (2011). A two-step estimator for large approximate dynamic factor models based on Kalman filtering. *Journal of Econometrics, 164*(1), 188-205. <doi:10.1016/j.jeconom.2011.02.012>