Package: ecod025ps1 0.1
ecod025ps1: ECOD025 - Problem Set 1 about VAR, FA-VAR and DFM models. Install this from the R-Universe.
Using armadillo4r for a straightforward implementation of an EM algorithm and the Kalman filter for DFM.
Authors:
ecod025ps1_0.1.tar.gz
ecod025ps1_0.1.zip(r-4.7)ecod025ps1_0.1.zip(r-4.6)ecod025ps1_0.1.zip(r-4.5)
ecod025ps1_0.1.tgz(r-4.6-x86_64)ecod025ps1_0.1.tgz(r-4.6-arm64)ecod025ps1_0.1.tgz(r-4.5-x86_64)ecod025ps1_0.1.tgz(r-4.5-arm64)
ecod025ps1_0.1.tar.gz(r-4.7-arm64)ecod025ps1_0.1.tar.gz(r-4.7-x86_64)ecod025ps1_0.1.tar.gz(r-4.6-arm64)ecod025ps1_0.1.tar.gz(r-4.6-x86_64)
ecod025ps1_0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ecod025ps1/json (API)
| # Install 'ecod025ps1' in R: |
| install.packages('ecod025ps1', repos = c('https://pachadotdev.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/pachadotdev/ecod025/issues
armadilloarmadillo4rmacroeconometricsopenblascppopenmp
Last updated from:c047f952c9 (on main). Checks:11 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 193 | ||
| linux-devel-x86_64 | NOTE | 128 | ||
| source / vignettes | OK | 204 | ||
| linux-release-arm64 | NOTE | 116 | ||
| linux-release-x86_64 | NOTE | 116 | ||
| macos-release-arm64 | NOTE | 97 | ||
| macos-release-x86_64 | NOTE | 179 | ||
| macos-oldrel-arm64 | NOTE | 118 | ||
| macos-oldrel-x86_64 | NOTE | 213 | ||
| windows-devel | NOTE | 148 | ||
| windows-release | NOTE | 96 | ||
| windows-oldrel | NOTE | 126 | ||
| wasm-release | OK | 111 |
Exports:dfm_modelfavar_modelvar_model
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Dynamic Factor Model (DFM) | dfm_model |
| Factor-Augmented VAR (FA-VAR) Model | favar_model |
| Main VAR estimation function that returns everything | var_model |
