Factor-Augmented Regression Scenarios

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Documentation for package ‘FARS’ version 0.6.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

compute_density	Compute Skew-t Densities from Quantiles
compute_fars	Compute Factor Augmented Quantile Regressions
correct_outliers	Correct Dataset Outliers
create_scenario	Create Stressed Scenarios
dep_variable	US GDP Growth Series
get_distribution	Generic Function to Extract Distribution
get_distribution.fars_density	Extract Distribution from a 'fars_density' Object
get_ellipsoids	Generic Function to Extract Ellipsoids
get_ellipsoids.fars_scenario	Get Ellipsoids from a 'fars_scenario' Object.
get_factors	Generic Function to Extract Estimated Factors
get_factors.mldfm	Extract Estimated Factors from a 'mldfm' Object
get_loadings	Generic Function to Extract Factor Loadings
get_loadings.mldfm	Extract Factor Loadings from a 'mldfm' Object
get_mldfm_list	Generic Function to Extract List of MLDFMs
get_mldfm_list.mldfm_subsample	Extract List of MLDFMs from a 'mldfm_subsample' Object
get_mldfm_model	Generic Function to Extract a Specific 'mldfm' Object
get_mldfm_model.mldfm_subsample	Extract a Specific 'mldfm' Object from a 'mldfm_subsample' Object
get_quantiles	Generic Function to Extract Quantiles
get_quantiles.fars	Extract Quantiles from a 'fars' Object
get_quantile_levels	Generic Function to Extract Quantile Levels
get_quantile_levels.fars	Extract Quantile Levels from a 'fars' Object
get_residuals	Generic Function to Extract Residuals
get_residuals.mldfm	Extract Residuals from a 'mldfm' Object
get_sigma_list	Generic Function to Get Sigma List
get_stressed_factors	Generic Function to Extract Stressed Factors
get_stressed_factors.fars	Extract Stressed Factors from a 'fars' Object
inflation_data	European Countries Inflation Series
mf_data	Macro-Financial Database
mldfm	Multi-Level Dynamic Factor Model (MLDFM)
mldfm_subsampling	Subsampling Procedure for MLDFM Estimation
plot.fars	Plot Method for 'fars' Object
plot.fars_density	Plot Method for 'fars_density' Object
plot.fars_scenario	Plot Method for 'fars_scenario' Object
plot.mldfm	Plot Method for MLDFM object
plot.mldfm_subsample	Plot Method for 'mldfm_subsample' Object
print.fars	Print Method for 'fars' Object
print.fars_density	Print Method for 'fars_density' Object
print.fars_scenario	Print Method for 'fars_scenario' Object
print.mldfm	Print Method for 'mldfm' Object
print.mldfm_subsample	Print Method for 'mldfm_subsample' Object
quantile_risk	Extract Conditional Quantile from 'fars_density' Object
summary.fars	Summary Method for 'fars' Object
summary.fars_density	Summary Method for 'fars_density' Object
summary.fars_scenario	Summary Method for 'fars_scenario' Object
summary.mldfm	Summary Method for 'mldfm' Object
summary.mldfm_subsample	Summary Method for 'mldfm_subsample' Object