nowcasting
nowcasting copied to clipboard
nmecsys
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
Hi! First of all, thank you for this great package, it is a pleasure to see a lot of tools (especially vintages based on the delay) made in such a...
should solve issue #9 added ncol=ncol(blocks) otherwise matrices with only one column (single factor) become vectors and the subsequent code produces an error when dim(blocks)[2] is called
The following code fails when _rowSums(indNAN)_ is always
Hello, I want to start by infinitely thanking the contributors/builders of this package! It has greatly smoothed the process of my application. However, I stumbled across a problem and I...
Hi! I'm glad to have come across this library and I appreciate the work put into it. I was wondering how we could extend this to be more flexible with...
Not sure if this is a bug or my own ignorance, but I've noticed that the ordering of columns in the data seem to matter. Example: ``` library(nowcasting) data(NYFED) base
Please be so kind to check if tdata transformation "trans = 7: quarterly rate of change " is impelmented correctly in function Bpanel. I got e.g. 0.0051781328 instead of 0.051781328
Reparei que os fatores dinâmicos apresentados não são os mesmo utilizados na regressão de y, por que isso ocorre?
Hi, It's great to finally see someone making a decent nowcasting package for `R`. A few years ago I made [this](https://github.com/rbagd/dynfactoR) (there's a more up-to-date version on [gitlab](https://gitlab.com/rbagd/dfm-estimator/)) but never...
