Package: FARS
Type: Package
Title: Factor-Augmented Regression Scenarios
Version: 0.5.0
Authors@R: c(person("Gian Pietro", "Bellocca", email = "gbellocc@est-econ.uc3m.es", role = c("aut", "cre")),
             person("Ignacio", "Garrón", role = c("aut")),
             person("Vladimir", "Rodríguez-Caballero", role = c("aut")),
             person("Esther", "Ruiz", role = c("aut")))
Maintainer: Gian Pietro Bellocca <gbellocc@est-econ.uc3m.es>
Description: Provides a comprehensive framework in R for modeling and forecasting economic scenarios based on multi-level dynamic factor model. The package enables users to: (i) extract global and block-specific factors using a flexible multilevel factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) estimate factor-augmented quantile regressions; (iv) recover full predictive densities from these quantile forecasts; and (v) estimate the density when the factors are stressed.
Depends: R (>= 3.5.0)
Imports: ggplot2, plotly, sn, nloptr, ellipse, SyScSelection, quantreg,
        tidyr, dplyr, forcats, MASS, reshape2, stringr,
Suggests: devtools, knitr, rmarkdown, markdown, openxlsx, readxl, zoo
VignetteBuilder: knitr
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
URL: https://arxiv.org/abs/2507.10679
NeedsCompilation: no
Packaged: 2025-07-16 08:39:31 UTC; gianpietro
Author: Gian Pietro Bellocca [aut, cre],
  Ignacio Garrón [aut],
  Vladimir Rodríguez-Caballero [aut],
  Esther Ruiz [aut]
Repository: CRAN
Date/Publication: 2025-07-16 08:50:06 UTC
Built: R 4.6.0; ; 2025-10-07 04:05:47 UTC; windows
