R: Convergence and Dynamic Factor Models

# Convergence and Dynamic Factor Models

## Documentation for package ‘convergenceDFM’ version 0.1.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

choose_var_lag | Select optimal VAR lag order with multiple criteria
deltaR2_ou | Incremental R-squared from X in OU model
diagnose_data | Diagnose and prepare data matrices
estimate_DFM | Estimate Dynamic Factor Model with VAR dynamics
estimate_factor_OU | Estimate Factor Ornstein-Uhlenbeck model (Stan if available)
make_X_innovations | Extract X innovations from VAR model
plot_error_correction_panel | Plot error correction panel
read_cpi | Read CPI data from Excel file
rescue_short_run_channel | Rescue short-run channel test
rotation_null_test | Rotation null hypothesis test for factor coupling
row_norm1 | Normalize matrix rows to sum to one
run_complete_factor_analysis_robust | Complete factor-OU convergence analysis pipeline
run_convergence_robustness_tests | Run comprehensive robustness test suite
run_rotation_null_on_results | Run rotation null test on complete analysis results
select_optimal_components_safe | Select optimal number of PLS components with cross-validation
test_cointegration_control | Classical cointegration control (Johansen trace or eigen)
test_jackknife_sectors | Jackknife robustness test by sector
test_permutation_robustness | Permutation-based robustness test
test_reweighting_robustness | Reweighting-based robustness test
to_num_commas | Convert European number format to numeric
visualize_factor_dynamics | Visualize factor dynamics comprehensively
visualize_factor_dynamics_simple | Simple factor dynamics visualization