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Merged
SebKrantz merged 2 commits into from
Aug 10, 2025
Merged

Development #75

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5a16b09
New version.
SebKrantz Aug 10, 2025
f906f06
Adding GitHub URL.
SebKrantz Aug 10, 2025
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4 changes: 2 additions & 2 deletions DESCRIPTION
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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"),
Expand All @@ -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)
<doi:10.1111/1468-0262.00273>.
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)
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4 changes: 4 additions & 0 deletions NEWS.md
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# 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).
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