FARS: Factor-Augmented Regression Scenarios

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.

Version:	0.1.0
Depends:	R (≥ 3.5.0)
Imports:	ggplot2, plotly, sn, nloptr, ellipse, SyScSelection, quantreg, tidyr, dplyr, forcats, MASS, reshape2
Suggests:	devtools, knitr, rmarkdown, openxlsx, readxl, zoo
Published:	2025-04-03
DOI:	10.32614/CRAN.package.FARS
Author:	Gian Pietro Bellocca [aut, cre], Ignacio Garrón [aut], Vladimir Rodríguez-Caballero [aut], Esther Ruiz [aut]
Maintainer:	Gian Pietro Bellocca <gbellocc at est-econ.uc3m.es>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	README
CRAN checks:	FARS results

Documentation:

Reference manual:	FARS.pdf
Vignettes:	introduction (source, R code)

Downloads:

Package source:	FARS_0.1.0.tar.gz
Windows binaries:	r-devel: FARS_0.1.0.zip, r-release: FARS_0.1.0.zip, r-oldrel: FARS_0.1.0.zip
macOS binaries:	r-devel (arm64): FARS_0.1.0.tgz, r-release (arm64): FARS_0.1.0.tgz, r-oldrel (arm64): FARS_0.1.0.tgz, r-devel (x86_64): FARS_0.1.0.tgz, r-release (x86_64): FARS_0.1.0.tgz, r-oldrel (x86_64): FARS_0.1.0.tgz

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