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srlanalytics
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bdfm
Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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dfm tweaks
#14
Closed
christophsax
closed
5 years ago
christophsax
commented
5 years ago
time series reclassification fix in dfm
minimal working example
added minimal example to tests
not more than 80char per line
extractor function for factors