Package: TwoStepSDFM
Title: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a
        Two-Step Procedure
Version: 0.3.0
Authors@R: person(
    given = "Domenic",
    family = "Franjic",
    email = "franjic@uni-hohenheim.de",
    role = c("aut", "cre")
	)
Maintainer: Domenic Franjic <franjic@uni-hohenheim.de>
Description: Estimate a sparse Gaussian state-space model with mixed
        frequency data via sparse principal components analysis and the
        Kalman filter and smoother. For more details see Franjic and
        Schweikert (2024) <doi:10.2139/ssrn.4733872>.
License: GPL-3
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Imports: Rcpp (>= 1.0.8), zoo, xts, lubridate, ggplot2, patchwork,
        doSNOW, doParallel, foreach, parallel, Rdpack, grDevices, withr
RdMacros: Rdpack
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
Depends: R (>= 4.0)
LazyData: TRUE
Repository: https://sisanchopancho.r-universe.dev
Date/Publication: 2026-06-29 09:07:50 UTC
RemoteUrl: https://github.com/sisanchopancho/twostepsdfm
RemoteRef: HEAD
RemoteSha: 7c51f77484282887e310f55aeafabfe359b02fc6
Packaged: 2026-06-29 10:47:11 UTC; root
Author: Domenic Franjic [aut, cre]