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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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Nowcasting with the EM algorithm without imposing block restrictions on the factors. #9

Open carloshilal opened 3 years ago

carloshilal commented 3 years ago

Hello,

I want to start by infinitely thanking the contributors/builders of this package! It has greatly smoothed the process of my application. However, I stumbled across a problem and I really hope that someone can help me with it!

I want to nowcast my dataset using the EM algorithm and only 1 factor without using the block structure sub-variable restrictions. I really hope that someone can guide me through how to tweak the nowcast function into the matter, or if it is possible for me to achieve this through this package.

Thank you! Best, Carlos.

a1793182 commented 3 years ago

Hi Carlos,

I think you can do it via the package if the number of factors is greater than 1. I still get an error when the number of factors is equal to 1.

carloshilal commented 3 years ago

Same..

aroaballesteros commented 2 years ago

Me too, the algorithm iterates but at the end appear this error

Error in colnames<-(*tmp*, value = as.vector(sapply(X = 1:dim(blocks)[2], : attempt to set 'colnames' on an object with less than two dimensions

aroaballesteros commented 1 year ago

Thank you!!