TwoStepSDFM
Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure
v0.2.2
·
May 19, 2026
·
GPL-3
Description
Estimate a sparse Gaussian state-space model with mixed frequency data via sparse principal components analysis and the Kalman filter and smoother. For more details see Franjic and Schweikert (2024) <doi:10.2139/ssrn.4733872>.
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CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 20, 2026
ERROR 4 OK · 0 NOTE · 0 WARNING · 4 ERROR · 0 FAILURE Apr 22, 2026
ERROR
r-devel-macos-arm64
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/sonoma-arm64/results/4.6/TwoStepSDFM.Rcheck/00install.out’ for details.
ERROR
r-release-macos-arm64
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-arm64/results/4.5/TwoStepSDFM.Rcheck/00install.out’ for details.
ERROR
r-release-macos-x86_64
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.5/TwoStepSDFM.Rcheck/00install.out’ for details.
ERROR
r-oldrel-macos-x86_64
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.4/TwoStepSDFM.Rcheck/00install.out’ for details.