Dynamic factor model estimation for R
☆25Oct 17, 2022Updated 3 years ago
Alternatives and similar repositories for dynfactoR
Users that are interested in dynfactoR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- KFAS: R Package for Exponential Family State Space Models☆73May 25, 2025Updated 11 months ago
- A time series toolbox for official statistics☆12Sep 11, 2025Updated 7 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆105May 17, 2022Updated 3 years ago
- Dynamic Factor Models for R☆45Apr 24, 2026Updated last week
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30May 23, 2023Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆41Jan 22, 2019Updated 7 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- bvar with om☆14Aug 9, 2021Updated 4 years ago
- The Fast Kalman Filter (FKF) package for R☆14Sep 3, 2024Updated last year
- Dynamic factor models in Matlab☆13Jul 29, 2021Updated 4 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Apr 11, 2026Updated 3 weeks ago
- R package wrapping a fast implementation of the iterative proportional fitting procedure in C☆14May 4, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆131Mar 23, 2026Updated last month
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Bayesian Inference of State Space Models☆49Sep 24, 2025Updated 7 months ago
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 4 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- Layout Manager Widget for R and Shiny☆31Mar 19, 2026Updated last month
- ggplot2 Functions to Create Tufte Style Sparklines☆13May 13, 2024Updated last year
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- A tidyverse front-end using a collapse back-end☆24Apr 17, 2026Updated 2 weeks ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Latent Dirichlet allocation package for R☆16Jul 26, 2018Updated 7 years ago
- {timeseriesdb} Manage Time Series with R and PostgreSQL☆24Sep 17, 2024Updated last year
- Magical string interpolation☆17Apr 18, 2025Updated last year
- A collection of Rfast2 functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. N…☆42Mar 5, 2026Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆118Apr 19, 2026Updated 2 weeks ago
- Bayesian Inference of Complex Panel Data☆38Apr 27, 2026Updated last week
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Nice distribution plots with minimum user input☆18Jul 18, 2025Updated 9 months ago
- ☆11Nov 18, 2024Updated last year
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Compare run times for various data frame packages☆23Nov 26, 2025Updated 5 months ago
- An example of how to create an R package that utilizes C++ code that calls Fortran code☆13Jan 31, 2023Updated 3 years ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated 10 months ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year