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>.

A BibTeX entry for LaTeX users is

  @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},
  }