DESCRIPTION

Package: fbi
Type: Package
Title: Factor-Based Imputation and FRED-MD/QD Data Set
Version: 0.7.0
Date: 2023-01-27
Authors@R: c(person("Yankang (Bennie)", "Chen", email = "yankang.chen@yale.edu", role = c("aut", "cre")),
    person("Serena", "Ng", email = "serena.ng@columbia.edu", role = "aut"),
    person("Jushan", "Bai", email = "jushan.bai@columbia.edu", role = "aut"))
Author: Yankang (Bennie) Chen [aut, cre],
    Serena Ng [aut],
    Jushan Bai [aut]
Maintainer: Yankang (Bennie) Chen <yankang.chen@yale.edu>
Description: Factor-Based imputation of missing values in panel data and 
    manipulation of the FRED-MD/QD Data Set. It estimates the factor model in the
    panel data based on the methods in Bai and Ng (2002)
    <doi:10.1111/1468-0262.00273> and Bai and Ng (2019)
    <doi:10.1016/j.jeconom.2019.04.021>. It then computes the missing
    values using the Tall-Wide method (Bai and Ng (2021)
    <doi:10.1080/01621459.2021.1967163>) or the Tall-Project method (Cahan, Bai, and Ng
    (2021)<arXiv:2103.03045>). It also facilitates loading, preparing, and
    interpreting the FRED-MD/QD data set <https://research.stlouisfed.org/econ/mccracken/fred-databases>.
URL: https://github.com/cykbennie/fbi
Depends: R (>= 3.5.0)
Imports: stats, readr, pracma
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown
VignetteBuilder: knitr