From 5a16b09a9cabf674548ab7d3d9dd8034c93866fb Mon Sep 17 00:00:00 2001 From: Sebastian Krantz Date: Sun, 10 Aug 2025 18:29:48 +0200 Subject: [PATCH 1/2] New version. --- DESCRIPTION | 2 +- NEWS.md | 4 ++++ 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/DESCRIPTION b/DESCRIPTION index 25745e5..4920f79 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,5 +1,5 @@ Package: dfms -Version: 0.3.0 +Version: 0.3.1 Title: Dynamic Factor Models Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "sebastian.krantz@graduateinstitute.ch"), person("Rytis", "Bagdziunas", role = "aut"), diff --git a/NEWS.md b/NEWS.md index 3a6940e..882c627 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,3 +1,7 @@ +# dfms 0.3.1 + +* Fixed bug which occurred with only one quarterly variable (#73). Thanks @SantiagoD999 for reporting. + # dfms 0.3.0 * Added argument `quarterly.vars`, enabling mixed-frequency estimation with monthly and quarterly data following Banbura and Modugno (2014). The data matrix should contain the quarterly variables at the end (after the monthly ones). From f906f0651164aeb7d69a43127239a40e0d2f23e0 Mon Sep 17 00:00:00 2001 From: Sebastian Krantz Date: Sun, 10 Aug 2025 18:31:42 +0200 Subject: [PATCH 2/2] Adding GitHub URL. --- DESCRIPTION | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/DESCRIPTION b/DESCRIPTION index 4920f79..031a1ae 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -16,7 +16,7 @@ Description: Efficient estimation of Dynamic Factor Models using the Expectation A comprehensive set of methods supports interpretation and visualization of the model as well as forecasting. Information criteria to choose the number of factors are also provided - following Bai and Ng (2002) . -URL: https://sebkrantz.github.io/dfms/ +URL: https://sebkrantz.github.io/dfms/, https://github.com/SebKrantz/dfms BugReports: https://github.com/SebKrantz/dfms/issues Depends: R (>= 3.5.0) Imports: Rcpp (>= 1.0.1), collapse (>= 2.0.0)