R: Estimate Dynamic Factor Models with Sparse Loadings

# Estimate Dynamic Factor Models with Sparse Loadings

## Documentation for package ‘sparseDFM’ version 1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

exports | UK Trade in Goods (Exports) Dataset
fillNA | Interpolation of missing data
fitted.sparseDFM | sparseDFM Residuals and Fitted Values
inflation | UK Inflation Dataset
kalmanMultivariate | Classic Multivariate KFS Equations
kalmanUnivariate | Univariate filtering (sequential processing) for fast KFS
logspace | logspace
missing_data_plot | Plot the missing data in a data matrix/frame
plot.sparseDFM | sparseDFM Plot Outputs
predict.sparseDFM | Forecasting factor estimates and data series.
print.sparseDFM | sparseDFM Summary Outputs
print.sparseDFM_forecast | Forecasting factor estimates and data series.
raggedEdge | Generate a ragged edge structure for a data matrix
resid.sparseDFM | sparseDFM Residuals and Fitted Values
residuals.sparseDFM | sparseDFM Residuals and Fitted Values
sparseDFM | Estimate a Sparse Dynamic Factor Model
summary.sparseDFM | sparseDFM Summary Outputs
transformData | Transform data to make it stationary
tuneFactors | Tune for the number of factors to use