Other packages > Find by keyword >

FARS  

Factor-Augmented Regression Scenarios
View on CRAN: Click here


Download and install FARS package within the R console
Install from CRAN:
install.packages("FARS")

Install from Github:
library("remotes")
install_github("cran/FARS")

Install by package version:
library("remotes")
install_version("FARS", "0.1.0")



Attach the package and use:
library("FARS")
Maintained by
Gian Pietro Bellocca
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-03
Latest Update: 2025-04-03
Description:
Provides a comprehensive framework in R for modeling and forecasting economic scenarios based on multi-level dynamic factor model. The package enables users to: (i) extract global and block-specific factors using a flexible multilevel factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) estimate factor-augmented quantile regressions; (iv) recover full predictive densities from these quantile forecasts; and (v) estimate the density when the factors are stressed.
How to cite:
Gian Pietro Bellocca (2025). FARS: Factor-Augmented Regression Scenarios. R package version 0.1.0, https://cran.r-project.org/web/packages/FARS. Accessed 19 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited FARS R package
View FARS citation profile
Other R packages that FARS depends, imports, suggests or enhances
Complete documentation for FARS
Functions, R codes and Examples using the FARS R package
Full FARS package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

PCGSE  
Principal Component Gene Set Enrichment
Contains logic for computing the statistical association of variable groups, i.e., gene sets, with r ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
SDT  
Self-Determination Theory Measures
Functions for self-determination motivation theory (SDT) to compute measures of motivation internal ...
Download / Learn more Package Citations See dependency  
arsenal  
An Arsenal of 'R' Functions for Large-Scale Statistical Summaries
An Arsenal of 'R' functions for large-scale statistical summaries, which are streamlined to work wi ...
Download / Learn more Package Citations See dependency  
signibox  
Statistical Significance Marks on Boxplots
Add significance marks to any R Boxplot, including a given significance niveau. ...
Download / Learn more Package Citations See dependency  
MScombine  
Combine Data from Positive and Negative Ionization Mode Finding Common Entities
Find common entities detected in both positive and negative ionization mode, delete this entity in ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

65,069

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA