Package index • rjd3nowcasting

All functions

create_model(): Create a Dynamic Factor Model
estimate_em(): Estimate a Dynamic Factor Model Using the Expectations-Maximization Algorithm
estimate_ml(): Estimate a Dynamic Factor Model by Maximum Likelihood
estimate_pca(): Estimate a Dynamic Factor Model Using Principal Components Analysis
get_forecasts(): Get Dynamic Factor Model Forecasts
get_news(): Perform News Analysis for Forecast Updates in Dynamic Factor Models
get_results(): Get Dynamic Factor Model Results
data0 data1: Datasets including some French macro-economic variables