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I-MH / Functional-Factor-Model

R codes to obtain Nonparametric Estimation of Functional Dynamic Factor Model
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Functional Factor Model

These are R codes to obtain Nonparametric Estimation of Functional Dynamic Factor Model. The methodology is described in the paper 'Nonparametric Estimation of Functional Dynamic Factor Model' authored by Israel Martínez-Hernández, Jes\'us Gonzalo, and Graciela Gonz\'alez-Far\'ias https://www.tandfonline.com/doi/full/10.1080/10485252.2022.2080825.