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srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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progress indicator in "ml" method #73

Closed christophsax closed 5 years ago

christophsax commented 5 years ago

Should have the same look and feel as "bayesian".

> dfm(cbind(fdeaths, mdeaths), method = "ml")
auto log/diff detection, with:
logs = NULL,
diffs = NULL
         [,1]
[1,] 199.9996
         [,1]
[1,] 172.9975
        [,1]
[1,] 1.45712
          [,1]
[1,] 0.2064466
           [,1]
[1,] 0.04149522
            [,1]
[1,] 0.009721856

Call:
dfm(data = cbind(fdeaths, mdeaths), method = "ml")

Dynamic factor model (maximum Likelihood) with 1 factor(s) and 1 lag(s)