Factor-Augmented Regression Scenarios
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Documentation for package ‘FARS’ version 0.3.0
Help Pages
| compute_fars | Compute Factor Augmented Quantile Regressions and Stressed Quantiles |
| correct_outliers | Correct Outliers in a Dataset |
| create_scenario | Create Stressed Scenarios |
| density | Compute Skew-t Densities from Forecasted Quantiles |
| mldfm | Estimate Multilevel Dynamic Factor Model |
| mldfm_subsampling | Subsampling Procedure for MLDFM Estimation |
| nl_density | Compute Skew-t Densities from Forecasted Quantiles (Nonlinear Optimization) |
| plot.fars | Plot Method for fars Object |
| plot.fars_density | Plot method for fars_density objects |
| plot.mldfm | Plot method for MLDFM object |
| print.fars | Print method for fars object |
| print.fars_density | Print method for fars_density objects |
| print.mldfm | Print Method for MLDFM Object |
| quantile_risk | Extract Conditional Quantile from Simulated Densities |
| summary.fars | Summary Method for fars Object |
| summary.fars_density | Summary method for fars_density objects |
| summary.mldfm | Summary Method for MLDFM Object |