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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "TwoStepSDFM" in publications use:'
type: software
license: GPL-3.0-only
title: 'TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using
  a Two-Step Procedure'
version: 0.3.0
doi: 10.32614/CRAN.package.TwoStepSDFM
abstract: 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) <https://doi.org/10.2139/ssrn.4733872>.
authors:
- family-names: Franjic
  given-names: Domenic
  email: franjic@uni-hohenheim.de
repository: https://sisanchopancho.r-universe.dev
commit: 412f4a61e4a2a35d0060339747fad49ec5f34d5a
date-released: '2026-06-01'
contact:
- family-names: Franjic
  given-names: Domenic
  email: franjic@uni-hohenheim.de