https://sisanchopancho.r-universe.devRecent package updates in sisanchopanchoR-universehttps://github.com/sisanchopancho.pnghttps://sisanchopancho.r-universe.devMon, 29 Jun 2026 09:07:50 GMTfranjic@uni-hohenheim.de (Domenic Franjic)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>.https://github.com/r-universe/sisanchopancho/actions/runs/28366236879Mon, 29 Jun 2026 09:07:50 GMTTwoStepSDFM0.3.0successhttps://sisanchopancho.r-universe.devhttps://github.com/sisanchopancho/twostepsdfmIntroTwoStepSDFM.RmdIntroTwoStepSDFM.htmlIntroduction to TwoStepSDFM2025-11-25 15:16:292026-05-12 08:07:40