To cite package ‘TwoStepSDFM’ in publications use:

Franjic D (2026). TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure. R package version 0.3.0, https://github.com/sisanchopancho/twostepsdfm.

Corresponding BibTeX entry:

  @Manual{,
    title = {TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian
      Factor Model Using a Two-Step Procedure},
    author = {Domenic Franjic},
    year = {2026},
    note = {R package version 0.3.0},
    url = {https://github.com/sisanchopancho/twostepsdfm},
  }