R Observatory: Metrics for dfms version 1.0.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

dfms

1.0.1Package record

Dynamic Factor Models

0packages depend

7.8Kdownloads / year

76.7%test coverage

11/13flavors OK

Overview

About

Maintained by Sebastian KrantzCRAN page ↗GitHub ↗Website ↗Issues ↗

Efficient estimation of Dynamic Factor Models using the Expectation Maximization (EM) algorithm or Two-Step (2S) estimation, supporting datasets with missing data and mixed-frequency nowcasting applications. Factors follow a stationary VAR process of order p. Estimation options include: running the Kalman Filter and Smoother once with PCA initial values (2S) as in Doz, Giannone and Reichlin (2011) doi:10.1016/j.jeconom.2011.02.012; iterated Kalman Filtering and Smoothing until EM convergence as in Doz, Giannone and Reichlin (2012) doi:10.1162/REST_a_00225; or the adapted EM algorithm of Banbura and Modugno (2014) doi:10.1002/jae.2306, allowing arbitrary missing-data patterns and monthly-quarterly mixed-frequency datasets. The implementation uses the 'Armadillo' 'C++' library and the 'collapse' package for fast estimation. A comprehensive set of methods supports interpretation and visualization, forecasting, and decomposition of the 'news' content of macroeconomic data releases following Banbura and Modugno (2014). Information criteria to choose the number of factors are also provided, following Bai and Ng (2002) doi:10.1111/1468-0262.00273.

Changes in 1.0.1

New function convert() to export dfm objects to dlm or KFAS state-space formats, enabling their forecasting, smoothing, and prediction-interval functionality. Thanks @kletts (#106).
Fixed convert(..., to = "KFAS") for multivariate models.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("dfms", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ropensci/dfms")

Development version from ropensci/dfms. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-dfms

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-dfms

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-dfms

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc

Namespace in Imports field not imported from:
  ‘Rcpp’
All declared Imports should be used.

CRAN check page ↗

Slowest check: 4.6 min · r-devel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE10 OK, 4 NOTE2026-04-22
ERROR9 OK, 4 NOTE, 1 ERROR2026-04-18
NOTE10 OK, 4 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.1

READMEYes · 614 wordsVignettesYes · 2 · staticNEWSYes · 100% structured · mentions 1.0.1Citation fileNoWebsiteYes · pkgdown

Help pages: 18includes a package overview page
Examples that run: 53%9 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run · 2 hold no code
Exported functions with examples: 100%
Documented parameters: 92%
Return-value docs: 100%
Help pages citing references: 39%

Vignettes (2)

How these are measured

Downloads

7.8K

CRAN downloads in the past year

Rank #4,465 · ~21/day · ~648/mo

Releases R versions

Daily download trend is not available in this view yet.

75230 days

1.9K90 days

7.8K1 year

Compare downloads with other packages →

Also on478 r2u7 autocran861 conda_forge117 c2d4u

How downloads are counted

Repository

ropensci/dfms ↗Organization: ropensci

48Stars

10Forks

1Open issues

2Open PRs

11Releases

589Commits

2Commit identities

dynamic-factor-modelsrstatstime-series

License file reads as GPL-3.0 · 589 commits · Last activity 2026-06-18 · +2.1% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 99%
Median days to close, 50 most recently updated closed issues: 31
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-07-23 · 362026-09-27 · 48

How these are measured

PracticesBeta

10 development-tooling and community-health practices detected across 7 families in the upstream repository

Checks run against github.com/ropensci/dfms on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (2)

Code of conduct (inherited from ropensci)Contributing guide

Docs source (2)

pkgdown

GitHub Pages site last deployed 2026-01-22

pkgdown site last built 2026-01-22, before release 1.0.1 (2026-06-18)

Coverage (1)

Coverage reporting (Codecov)

Show all practicesHide 3 practices

Research and citation (1)

codemeta.json

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v3 (2026-09-26)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Claude Codefirst seen 2026-01-22
Named in .Rbuildignore: .claude
Pull request it wrote: opened by a project member
Cursorfirst seen 2026-01-22
Named in .Rbuildignore: .cursor
Commits: at least 1 crediting it in the message

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Installing dfms adds 3 packages (3 with compiled code, 4.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, collapse 1.4 MB, RcppArmadillo 1.0 MB.

Depends (1)

R >= 4.1.0

Imports (2)

Rcpp collapse

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (9)

xts vars magrittr testthat knitr rmarkdown covr dlm KFAS

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (5)

Sebastian Krantz

Author, Maintainer since 0.1.3 (2022)

Rytis Bagdziunas

Author

Christian Klettner

Contributor · added in 1.0.1

Eli Holmes

Reviewer · added in 0.3.0

Santtu Tikka

Reviewer · added in 0.3.0

Releases (11)

Pick two releases to compare their code metrics.

1.0.1Latest
record
2026-06-18 · current release · diff ↗ ·
added 1 export
convert
R
R 4.6.0 released · 2026-04-24
1.0.0
record
2026-01-26 · diff ↗ ·
added 1 export
news
0.4.0
record
2026-01-18 · diff ↗
0.3.2
record
2025-09-24 · diff ↗
0.3.1
record
2025-08-20 · diff ↗
0.3.0
record
2025-05-18 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.2.2
record
2024-06-09 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.1
record
2023-04-03 · diff ↗
0.2.0
record
2023-03-31 · diff ↗
0.1.4
record
2023-01-12 · diff ↗
0.1.3
record
2022-10-12
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-10-12
Total releases: 11 / 4 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.1.0
Bundled data: 115 KB / 3 files
Download size: 616 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("dfms")

Format

Krantz, S., Bagdziunas, R., Holmes, E., Klettner, C., & Tikka, S. (2026). dfms: Dynamic Factor Models (Version 1.0.1) [Computer software]. https://doi.org/10.32614/CRAN.package.dfms

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for dfms version 1.0.1 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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