Provides a comprehensive framework in R for modeling and forecasting economic scenarios based on multi-level dynamic factor model. The package enables users to: (i) extract global and block-specific factors using a flexible multilevel factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) estimate factor-augmented quantile regressions; (iv) recover full predictive densities from these quantile forecasts; and (v) estimate the density when the factors are stressed.
Version: 0.4.0 Depends: R (≥ 3.5.0) Imports: ggplot2, plotly, sn, nloptr, ellipse, SyScSelection, quantreg, tidyr, dplyr, forcats, MASS, reshape2, stringr Suggests: devtools, knitr, rmarkdown, openxlsx, readxl, zoo Published: 2025-06-13 DOI: 10.32614/CRAN.package.FARS Author: Gian Pietro Bellocca [aut, cre], Ignacio Garrón [aut], Vladimir RodrÃguez-Caballero [aut], Esther Ruiz [aut] Maintainer: Gian Pietro Bellocca <gbellocc at est-econ.uc3m.es> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: no Materials: README CRAN checks: FARS results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=FARS to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4