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nmecsys / nowcasting

R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
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Source code reference #3

Closed devon-ge closed 3 years ago

devon-ge commented 5 years ago

I was testing the nowcast function, only to find that there is a function called EM_DFM_SS_block_idioQARMA_restrMQ in Nowcast.R https://github.com/nmecsys/nowcasting/blob/7bf63f9d25f15254ec3960f7ab6e651e3b9098e4/R/nowcast.R#L221 Could you tell me how can I read the source code of this function? I may need to change some parameters. Thanks

GreedBlink commented 3 years ago

Hello, @devon-ge

You can access the EM_DFM_SS_block_idioQARMA_restrMQ source code in
https://github.com/nmecsys/nowcasting/blob/7bf63f9d25f15254ec3960f7ab6e651e3b9098e4/R/method_EM.r#L322

GreedBlink commented 3 years ago

Not a problem!