dysefamor is a small package that implement an algorithm following Fengler and al. (2007) to fit Dynamic Semiparametric Factor Models (DSFM), for one and two-dimensional data. This package is easy to use and provide several generic functions to analyze the fitted models.
Get the latest version from GitHub:
# install.packages("devtools")
devtools::install_github("MarcGumowski/dysefamor")Get the basic way of using it from the R-help:
library(dysefamor)
?DSFM