Package: nowcastDFM
Title: DFMs for Nowcasting
Version: 1.0.0
Authors@R: c(
	person("Daniel", "Hopp", email = "daniel.hopp@un.org", role = c("aut", "cre")),
	person("Fernando", "Cantu", email = "fernando.cantu@un.org", role = c("aut"))
	)
Description: Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.
Depends: R (>= 3.3.0), dplyr (>= 0.8.0.1), matlab (>= 1.0.2), pracma
        (>= 2.3.3), signal (>= 0.7-7)
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.1.2
URL: https://github.com/dhopp1/nowcastDFM/,
        https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf,
        https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2021-11-30 09:00:54 UTC; Daniel.Hopp
Author: Daniel Hopp [aut, cre],
  Fernando Cantu [aut]
Maintainer: Daniel Hopp <daniel.hopp@un.org>
Repository: CRAN
Date/Publication: 2021-12-01 10:00:07 UTC
Built: R 4.0.2; ; 2021-12-02 11:40:33 UTC; unix
