Package: rjd3nowcasting 2.0.3.9000
rjd3nowcasting: Nowcasting with Dynamic Factors Models in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>), time series analysis software. The package enables the specification and estimation of Dynamic Factor Models for nowcasting, and includes news analysis to interpret forecast revisions. It implements highly efficient algorithms for fast and reliable computation.
Authors:
rjd3nowcasting_2.0.3.9000.tar.gz
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rjd3nowcasting_2.0.3.9000.tgz(r-4.6-any)rjd3nowcasting_2.0.3.9000.tgz(r-4.5-any)
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rjd3nowcasting_2.0.3.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
rjd3nowcasting/json (API)
NEWS
| # Install 'rjd3nowcasting' in R: |
| install.packages('rjd3nowcasting', repos = c('https://aqlt.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rjdverse/rjd3nowcasting/issues
Pkgdown/docs site:https://rjdverse.github.io
Last updated from:fba1255686. Checks:7 NOTE, 2 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 134 | ||
| source / vignettes | OK | 195 | ||
| linux-release-x86_64 | NOTE | 145 | ||
| macos-release-arm64 | NOTE | 154 | ||
| macos-oldrel-arm64 | NOTE | 104 | ||
| windows-devel | NOTE | 97 | ||
| windows-release | NOTE | 84 | ||
| windows-oldrel | NOTE | 101 | ||
| wasm-release | OK | 110 |
Exports:create_modelestimate_emestimate_mlestimate_pcaget_forecastsget_newsget_results
Dependencies:backportscheckmateRcpprJavarjd3jarsrjd3toolkitRProtoBuf
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Create a Dynamic Factor Model | create_model |
| Estimate a Dynamic Factor Model Using the Expectations-Maximization Algorithm | estimate_em |
| Estimate a Dynamic Factor Model by Maximum Likelihood | estimate_ml |
| Estimate a Dynamic Factor Model Using Principal Components Analysis | estimate_pca |
| Get Dynamic Factor Model Forecasts | get_forecasts |
| Perform News Analysis for Forecast Updates in Dynamic Factor Models | get_news |
| Get Dynamic Factor Model Results | get_results |
| Datasets including some French macro-economic variables | data0 data1 macroIndicators |
